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Number of items: 7.

Bernardi, Simone; Leippold, Markus; Lohre, Harald (2019). Second-Order Risk of Alternative Risk Parity Strategies. SSRN 3090624, University of Zurich.

Hammerschmid, Regina; Lohre, Harald (2018). Regime shifts and stock return predictability. International Review of Economics and Finance, 56:138-160.

Leippold, Markus; Bernardi, Simone; Lohre, Harald (2018). Maximum diversification strategies along commodity risk factors. European Financial Management, 24(1):53-78.

Leippold, Markus; Lohre, Harald (2014). The Dispersion Effect in International Stock Returns. Journal of Empirical Finance, 29:331-342.

Leippold, Markus; Lohre, Harald (2012). Data snooping and the global accrual anomaly. Applied Financial Economics, 22(7):509-535.

Leippold, Markus; Lohre, Harald (2012). International price and earnings momentum. European Journal of Finance, 18(6):535-573.

Lohre, Harald. Rationalizing global market anomalies. 2008, University of Zurich, Faculty of Economics.

This list was generated on Tue Jul 23 05:14:57 2019 CEST.