Items where Author is "Rother, Carsten"

Lohre, Harald and Nolte, Sandra and Ranganathan, Ananthalakshmi and Rother, Carsten and Steiner, Margit (2023) ControversyBERT : Detecting Social Controversies and their Impact on Stock Returns. Journal of Impact & ESG Investing. ISSN 2693-1982

Kolle, Janina and Lohre, Harald and Radatz, Erhard and Rother, Carsten (2022) Factor Investing in Paris : Managing Climate Change Risk in Portfolio Construction. Journal of Investment Management, 20 (4). pp. 35-51.

Dichtl, Hubert and Drobetz, Wolfgang and Lohre, Harald and Rother, Carsten (2021) Active factor completion strategies. Journal of Portfolio Management, 47 (2). pp. 9-37. ISSN 0095-4918

Kothe, Joshua and Lohre, Harald and Rother, Carsten (2021) Rates factors and global asset allocation. Journal of Fixed Income, 30 (3). pp. 6-25. ISSN 1059-8596

Lohre, Harald and Rother, Carsten and Schäfer, Kilian Axel (2020) Hierarchical Risk Parity : Accounting for Tail Dependencies in Multi-asset Multi-factor Allocations. In: Machine Learning for Asset Management : New Developments and Financial Applications. Innovation, Entrepreneurship and Management Series . John Wiley & Sons, Chichester, pp. 332-368. ISBN 9781786305442

Dichtl, Hubert and Drobetz, Wolfgang and Lohre, Harald and Rother, Carsten and Vosskamp, Patrick (2019) Optimal Timing and Tilting of Equity Factors. Financial Analysts Journal, 75 (4). pp. 84-102. ISSN 0015-198X