Items where Author is "Happersberger, David"

Journal Article

de Longis, Alessio and Happersberger, David and Hixon, Scott and Lian, Han and Nolte, Ingmar (2026) Regime-Aware Risk Parity : Conditioning the Covariance Matrix on Macroeconomic and Stock Market Regimes. Journal of Portfolio Management. ISSN 0095-4918 (In Press)

Happersberger, David and Lohre, Harald and Nolte, Ingmar (2020) Estimating Portfolio Risk for Tail Risk Protection Strategies. European Financial Management, 26 (4). pp. 1107-1146. ISSN 1354-7798

Thesis

Happersberger, David and Nolte, Ingmar and Lohre, Harald (2022) Advancing Systematic and Factor Investing Strategies using Alternative Data and Machine Learning. PhD thesis, Lancaster University.