Concepedia

Hubert Dichtl

HD

16

Publications

453

Citations

13

H-Index

2010

Active since

Affiliations

Universität Hamburg(Current)

Hamburg School of Business Administration

Hubert Dichtl is an author at Universität Hamburg specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingManagementEconomicsFinancial EconomicsPortfolio ManagementAsset AllocationEconomic AnalysisPortfolio Selection

Publications per year

2010–2022

16

Publications

16

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

Hubert Dichtl, Wolfgang Drobetz · Journal of Banking & Finance · 2010 · 108 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +11

Optimal Timing and Tilting of Equity Factors

Hubert Dichtl, Wolfgang Drobetz, Harald Lohre et al. · Financial Analysts Journal · 2019 · 43 citations

Empirical Finance, Economics, Portfolio Optimization +14

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

Hubert Dichtl, Wolfgang Drobetz, Martin Wambach · Applied Economics · 2015 · 37 citations

Asset Allocation, Portfolio Management, Risk-adjusted Performance +16

Are stock markets really so inefficient? The case of the “Halloween Indicator”

Hubert Dichtl, Wolfgang Drobetz · Finance research letters · 2013 · 33 citations

Market Microstructure, Economics, Financial Economics +8

Forecasting Stock Market Crashes via Machine Learning

Hubert Dichtl, Wolfgang Drobetz, Tizian Otto · Journal of Financial Stability · 2022 · 33 citations

Economic Forecasting, Engineering, Machine Learning +8

Rows per page

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