Concepedia

Heiko Opfer

HO

4

Publications

190

Citations

4

H-Index

2012

Active since

Affiliations

DEKA (United States)(Current)

Justus-Liebig-Universität Gießen

Heiko Opfer is an author at DEKA (United States) specializing in asset pricing, portfolio selection, and asset allocation.

Top concepts

FinanceBusinessManagementAsset PricingAsset AllocationPortfolio SelectionPortfolio ManagementPortfolio OptimizationEconomicsStatistics

Publications per year

2012–2014

4

Publications

4

Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches

Wolfgang Bessler, Heiko Opfer, Dominik Wolff · European Journal of Finance · 2014 · 108 citations

Asset Allocation, Portfolio Management, Financial Risk +18

Diversifying risk parity

Harald Lohre, Heiko Opfer, Gábor Ország · The Journal of Risk · 2014 · 53 citations

Risk Parity, Economics, Portfolio Optimization +13

Diversifying Risk Parity

Harald Lohre, Heiko Opfer, Gábor Ország · SSRN Electronic Journal · 2012 · 15 citations · Full text

Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches

Wolfgang Bessler, Heiko Opfer, Dominik Wolff · SSRN Electronic Journal · 2012 · 14 citations · Full text

Portfolio Optimization, Asset Pricing, Naïve Diversification Approaches +12

Rows per page

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