Items where Author is "Lohre, H."
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Journal Article
Dom, M.S. and Howard, C. and Jansen, M. and Lohre, H. (2025) Beyond GMV : the relevance of covariance matrix estimation for risk-based portfolio construction. Quantitative Finance, 25 (3). pp. 403-419. ISSN 1469-7688
Van Vliet, P. and Lohre, H. (2023) The Golden Rule of Investing. Journal of Alternative Investments, 26 (3). pp. 23-40. ISSN 1520-3255