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Optimal timing and tilting of equity factors

Dichtl, Hubert; Drobetz, Wolfgang; Lohre, Harald; … - In: Financial analysts journal : FAJ 75 (2019) 4, pp. 84-102

Persistent link: https://www.econbiz.de/10012195952

Dichtl, Hubert - 2020

Embracing the concept of factor investing, we design a flexible framework for building out different factor completion strategies for traditional multi-asset allocations. Our notion of factor completion comprises a maximally diversified reference portfolio anchored in a multi-asset multi-factor...

Persistent link: https://www.econbiz.de/10012849820

Dichtl, Hubert; Drobetz, Wolfgang - In: The journal of wealth management 13 (2010) 2, pp. 41-54

Persistent link: https://www.econbiz.de/10008651228

Does tactical asset allocation work? Another look at the fundamental law of active management

Dichtl, Hubert; Drobetz, Wolfgang - In: The journal of asset management 10 (2009/10) 4, pp. 235-252

Persistent link: https://www.econbiz.de/10003894709

Dollar-cost averaging and prospect theory investors : an explanation for a popular investment strategy

Dichtl, Hubert; Drobetz, Wolfgang - In: The journal of behavioral finance : a publication of … 12 (2011) 1, pp. 41-52

Persistent link: https://www.econbiz.de/10009011949

Portfolio insurance and prospect theory investors : popularity and optimal design of capital protected financial products

Dichtl, Hubert; Drobetz, Wolfgang - In: Journal of banking & finance 35 (2011) 7, pp. 1683-1697

Persistent link: https://www.econbiz.de/10009245277

Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt : eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX

Dichtl, Hubert; Drobetz, Wolfgang - In: Kredit und Kapital 45 (2012) 3, pp. 373-406

Persistent link: https://www.econbiz.de/10009667513

Where is the value added of rebalancing? : a systematic comparison of alternative rebalancing strategies

Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin - In: Financial markets and portfolio management 28 (2014) 3, pp. 209-231

Persistent link: https://www.econbiz.de/10010399419

Testing rebalancing strategies for stock-bond portfolios across different asset allocations

Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin - In: Applied economics 48 (2016) 7/9, pp. 772-788

Persistent link: https://www.econbiz.de/10011414025

Sell in may and go away : still good advice for investors?

Dichtl, Hubert; Drobetz, Wolfgang - In: International review of financial analysis 38 (2015), pp. 29-43

Persistent link: https://www.econbiz.de/10011337635