Items where Author is "Rother, Carsten"

Journal Article

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

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

Contribution in Book/Report/Proceedings

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