The article “Factor or Sector?” by Prof. Wolfgang Bessler, Dr. Georgi Taushanov and Dr. Dominik Wolff is published in the magazine “Institutional Money”. https://www.institutional-money.com/fileadmin/emagazin/2021_4_IM/124/index.html
Erfolgreich eingesetzt wird ML bereits in ausgewählten Deka-Investmentfonds in geringem Umfang als Beimischung. Ein Teil der Anlageentscheidungen erfolgt hier KI-unterstützt. Der ML-Ansatz der Fonds: ein in Bereichskooperation von Dr. Dominik...
Handelsblatt Artikel zum Einsatz von KI im Asset Management
Das Paper “News Embeddings for Sector Timing” wurde zur Präsentation beim “Inquire UK Practitioner Seminar” angenommen
Factor investing has experienced enormous growth in recent years. In this article, Prof. Dr. Wolfgang Bessler, Dr. Georgi Taushanov and Dr. Dominik Wolff investigate whether factor based allocation strategies offer...
The article “Factor Investing und Asset-Allokationsstrategien – Ein Vergleich von Faktoren und Sektoren” is published in in Absolut| Alternative
Dividend Predictability and Higher Moment Risk Premia Journal of Asset Management, forthcoming Aşty Al-Jaaf Deka Investment GmbH Abstract I use model-free methods to estimate the term structures of the variance...
The paper, “Dividend Predictability and Higher Moment Risk Premia” has been accepted for publication in the Journal of Asset Management.
Optimal Asset Allocation Strategies for International Equity Portfolios Journal of International Financial Markets, Institutions & Money 2018 Wolfgang Bessler University of Hamburg Georgi Taushanov University of Giessen Dominik Wolff Deka...
The paper “Optimal Asset Allocation Strategies for International Equity Portfolios” has been accepted for publication in the Journal of International Financial Markets, Institutions & Money.
Factor-Investing and Asset Allocation Strategies: A Comparison of Factor Versus Sector Optimization Journal of Asset Management, forthcoming 41 Pages Posted: 1 Apr 2021 Last revised: 10 May 2021 Wolfgang Bessler University of...
The paper, “Factor-Investing and Asset Allocation Strategies: A Comparison of Factor Versus Sector Optimization,” has been accepted for publication in the Journal of Asset Management.
Stock Picking with Machine Learning Dominik Wolff Deka Investment GmbH; Darmstadt University of Technology; Frankfurt University of Applied Sciences Fabian Echterling Deka Investment GmbH Date Written: April 22, 2020 Abstract...
Current IQAM research (formerly: „IQ-Kap: Privates Institut für quantitative Kapitalmarktforschung der DekaBank GmbH“) project investigates the use of Machine Learning for stock selection
Das Paper “Factor-based Investing in Government Bond Markets: The Current State of Research” wurde im Journal of Asset Management zur Veröffentlichung akzeptiert
Das Paper “Factor-based Investing in Government Bond Markets: The Current State of Research” wurde im Journal of Asset Management zur Veröffentlichung akzeptiert
“Analyzing Hedging Strategies for Fixed Income Portfolios: A Bayesian Approach for Model Selection” erscheint im International Review of Financial Analysis