| Diversifying risk parity H Lohre, H Opfer, G Orszag Journal of Risk 16 (5), 53-79, 2014 | 83 | 2014 |
| Data snooping and the global accrual anomaly M Leippold, H Lohre Applied Financial Economics 22 (7), 509-535, 2012 | 76 | 2012 |
| Diversified risk parity strategies for equity portfolio selection H Lohre, U Neugebauer, C Zimmer The Journal of Investing 21 (3), 111-128, 2012 | 67 | 2012 |
| Regime shifts and stock return predictability R Hammerschmid, H Lohre International Review of Economics & Finance 56, 138-160, 2018 | 64 | 2018 |
| International price and earnings momentum M Leippold, H Lohre The European Journal of Finance 18 (6), 535-573, 2012 | 54 | 2012 |
| Optimal timing and tilting of equity factors H Dichtl, W Drobetz, H Lohre, C Rother, P Vosskamp Financial Analysts Journal 75 (4), 84-102, 2019 | 45 | 2019 |
| Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi‐asset Multi‐factor Allocations H Lohre, C Rother, KA Schäfer Machine Learning for Asset Management: New Developments and Financial …, 2020 | 40 | 2020 |
| Estimating portfolio risk for tail risk protection strategies D Happersberger, H Lohre, I Nolte European Financial Management 26 (4), 1107-1146, 2020 | 29 | 2020 |
| The promises and pitfalls of machine learning for predicting stock returns E Leung, H Lohre, D Mischlich, Y Shea, M Stroh The Journal of Financial Data Science, 2021 | 25 | 2021 |
| Portfolio Construction with Downside Risk H Lohre, T Neumann, T Winterfeldt Available at SSRN 1112982, 2009 | 24* | 2009 |
| The dispersion effect in international stock returns M Leippold, H Lohre Journal of Empirical Finance 29, 331-342, 2014 | 14* | 2014 |
| Navigating the factor zoo around the world: an institutional investor perspective SM Bartram, H Lohre, PF Pope, A Ranganathan Journal of Business Economics 91 (5), 655-703, 2021 | 11 | 2021 |
| Active factor completion strategies H Dichtl, W Drobetz, H Lohre, C Rother The Journal of Portfolio Management 47 (2), 9-37, 2020 | 9 | 2020 |
| The use of correlation networks in parametric portfolio policies H Lohre, J Papenbrock, M Poonia Available at SSRN 2505732, 2014 | 9 | 2014 |
| Rates factors and global asset allocation J Kothe, H Lohre, C Rother The Journal of Fixed Income 30 (3), 6-25, 2020 | 7 | 2020 |
| Diversifying Macroeconomic Factors—For Better or for Worse L Amato, H Lohre Available at SSRN 3730154, 2020 | 6 | 2020 |
| Why do equally weighted portfolios beat value-weighted ones? A Swade, S Nolte, M Shackleton, H Lohre The Journal of Portfolio Management 49 (5), 167-187, 2023 | 5 | 2023 |
| Macro Factor Investing with Style A Swade, H Lohre, M Shackleton, S Nolte, S Hixon, J Raol The Journal of Portfolio Management 48 (2), 80-104, 2021 | 5 | 2021 |
| How can machine learning advance quantitative asset management? D Blitz, T Hoogteijling, H Lohre, P Messow The Journal of Portfolio Management, 2023 | 4 | 2023 |
| Economic versus statistical clustering in multi-asset multi-factor strategies M Kolrep, H Lohre, E Radatz, C Rother Risk & Reward, 26-32, 2020 | 3 | 2020 |
Markus LeippoldUniversity of Zurich, Department of Banking and FinanceVerified email at bf.uzh.ch
