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Hier finden Sie aktuelle Meldungen aus dem Institut für quantitative Kapitalmarktforschung.

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

03.12.2021

Faktor oder Sektor?

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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...

18.11.2021

Handelsblatt Artikel zum Einsatz von KI im Asset Management

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17.11.2021

Das Paper “News Embeddings for Sector Timing” wurde zur Präsentation beim “Inquire UK Practitioner Seminar” angenommen

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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...

06.09.2021

The article “Factor Investing und Asset-Allokationsstrategien – Ein Vergleich von Faktoren und Sektoren” is published in in Absolut| Alternative

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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...

06.09.2021

The paper, “Dividend Predictability and Higher Moment Risk Premia” has been accepted for publication in the Journal of Asset Management.

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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...

28.05.2021

The paper “Optimal Asset Allocation Strategies for International Equity Portfolios” has been accepted for publication in the Journal of International Financial Markets, Institutions & Money.

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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...

28.05.2021

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.

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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...

27.05.2020

Current IQAM research (formerly: „IQ-Kap: Privates Institut für quantitative Kapitalmarktforschung der DekaBank GmbH“) project investigates the use of Machine Learning for stock selection

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Das Paper “Factor-based Investing in Government Bond Markets: The Current State of Research” wurde im Journal of Asset Management zur Veröffentlichung akzeptiert

24.02.2020

Das Paper “Factor-based Investing in Government Bond Markets: The Current State of Research” wurde im Journal of Asset Management zur Veröffentlichung akzeptiert

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“Analyzing Hedging Strategies for Fixed Income Portfolios: A Bayesian Approach for Model Selection” erscheint im International Review of Financial Analysis

10.12.2019

“Analyzing Hedging Strategies for Fixed Income Portfolios: A Bayesian Approach for Model Selection” erscheint

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