Items where Author is "Schäfer, Kilian Axel"

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