Active Factor Completion Strategies
Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother
The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
Hubert Dichtl
is managing director at Dichtl Research & Consulting in Bad Soden, Germany, and a lecturer at the University of Hamburg in Hamburg, Germany
Wolfgang Drobetz
is a professor of finance at the University of Hamburg in Hamburg, Germany
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
Carsten Rother
is a research analyst at Invesco Quantitative Strategies in Frankfurt, Germany, and a doctoral student at the University of Hamburg in Hamburg, Germany
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 2
Quantitative Special Issue 2021
Active Factor Completion Strategies
Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother
The Journal of Portfolio Management Dec 2020, 47 (2) 9-37; DOI: 10.3905/jpm.2020.1.193