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- Published online January 4, 2021.
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- Latest version (November 17, 2020 - 19:48).
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- Hubert Dichtl
- Wolfgang Drobetz
- Harald Lohre
- is director of research at Invesco Quantitative Strategies in Frankfurt, Germany, a fellow of the Centre for Endowment Asset Management (CEAM), Cambridge Judge Business School, University of Cambridge, UK, and a visiting research fellow at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at the Lancaster University Management School in Lancaster, UK. (harald.lohre{at}invesco.com)
- Carsten Rother
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