Harald Lohre

632 total citations
47 papers, 360 citations indexed

About

Harald Lohre is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Harald Lohre has authored 47 papers receiving a total of 360 indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 23 papers in Economics and Econometrics and 16 papers in Management Science and Operations Research. Recurrent topics in Harald Lohre's work include Financial Markets and Investment Strategies (37 papers), Market Dynamics and Volatility (17 papers) and Financial Risk and Volatility Modeling (11 papers). Harald Lohre is often cited by papers focused on Financial Markets and Investment Strategies (37 papers), Market Dynamics and Volatility (17 papers) and Financial Risk and Volatility Modeling (11 papers). Harald Lohre collaborates with scholars based in United Kingdom, Switzerland and Germany. Harald Lohre's co-authors include Markus Leippold, Wolfgang Drobetz, Hubert Dichtl, Ingmar Nolte, David Blitz, Peter F. Pope, Söhnke M. Bartram, Sandra Nolte, Mark Shackleton and Thorsten Neumann and has published in prestigious journals such as Financial Analysts Journal, Journal of Empirical Finance and International Review of Economics & Finance.

In The Last Decade

Harald Lohre

41 papers receiving 321 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Harald Lohre United Kingdom 11 294 173 132 108 36 47 360
Guanhao Feng Hong Kong 6 338 1.1× 233 1.3× 161 1.2× 74 0.7× 53 1.5× 26 422
Yves Choueifaty 4 388 1.3× 243 1.4× 217 1.6× 51 0.5× 41 1.1× 5 451
Yuliya Plyakha Luxembourg 5 264 0.9× 145 0.8× 65 0.5× 49 0.5× 49 1.4× 6 292
Thomas M. Idzorek United States 10 273 0.9× 185 1.1× 90 0.7× 124 1.1× 23 0.6× 35 348
Wan‐Jiun Paul Chiou United States 10 269 0.9× 212 1.2× 124 0.9× 86 0.8× 58 1.6× 27 389
Yuxing Yan United States 9 231 0.8× 122 0.7× 92 0.7× 110 1.0× 29 0.8× 25 294
Daniel Giamouridis United States 11 293 1.0× 169 1.0× 67 0.5× 96 0.9× 55 1.5× 36 351
Serhiy Kozak United States 8 461 1.6× 304 1.8× 165 1.3× 115 1.1× 95 2.6× 19 533
Tongshu Ma United States 10 405 1.4× 203 1.2× 123 0.9× 229 2.1× 80 2.2× 28 510
Ludwig B. Chincarini United States 10 180 0.6× 194 1.1× 43 0.3× 65 0.6× 48 1.3× 46 299

Countries citing papers authored by Harald Lohre

Since Specialization
Citations

This map shows the geographic impact of Harald Lohre's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Harald Lohre with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Harald Lohre more than expected).

Fields of papers citing papers by Harald Lohre

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Harald Lohre. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Harald Lohre. The network helps show where Harald Lohre may publish in the future.

Co-authorship network of co-authors of Harald Lohre

This figure shows the co-authorship network connecting the top 25 collaborators of Harald Lohre. A scholar is included among the top collaborators of Harald Lohre based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Harald Lohre. Harald Lohre is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Jansen, M., et al.. (2025). Beyond GMV: the relevance of covariance matrix estimation for risk-based portfolio construction. Quantitative Finance. 25(3). 403–419.
2.
Blitz, David, et al.. (2023). 3D Investing: Jointly Optimizing Return, Risk, and Sustainability. SSRN Electronic Journal. 2 indexed citations
3.
Vliet, Pim van & Harald Lohre. (2023). The Golden Rule of Investing. The Journal of Alternative Investments. 26(3). 23–40.
4.
Blitz, David, et al.. (2023). How Can Machine Learning Advance Quantitative Asset Management?. SSRN Electronic Journal. 3 indexed citations
5.
Hanauer, Matthias X., et al.. (2023). Factor Zoo (.zip). SSRN Electronic Journal. 1 indexed citations
6.
Lohre, Harald, et al.. (2021). The Promises and Pitfalls of Machine Learning for Predicting Stock Returns. 3(2). 21–50. 19 indexed citations
7.
Bartram, Söhnke M., et al.. (2021). Navigating the factor zoo around the world: an institutional investor perspective. Journal of Business Economics. 91(5). 655–703. 8 indexed citations
8.
Lohre, Harald, et al.. (2020). Economic Versus Statistical Clustering in Multi-Asset Multi-Factor Strategies. SSRN Electronic Journal. 1 indexed citations
9.
Lohre, Harald, et al.. (2020). Investing Through a Macro Factor Lens. SSRN Electronic Journal.
10.
Lohre, Harald, et al.. (2020). Diversifying Macroeconomic Factors — For Better or for Worse. SSRN Electronic Journal. 4 indexed citations
11.
Lohre, Harald, et al.. (2020). Estimating portfolio risk for tail risk protection strategies. European Financial Management. 26(4). 1107–1146. 17 indexed citations
12.
Lohre, Harald, et al.. (2020). Rates Factors and Global Asset Allocation. The Journal of Fixed Income. 30(3). 6–25. 4 indexed citations
13.
Dichtl, Hubert, et al.. (2019). Optimal Timing and Tilting of Equity Factors. Financial Analysts Journal. 75(4). 84–102. 22 indexed citations
14.
Dichtl, Hubert, et al.. (2019). Active Factor Completion Strategies. SSRN Electronic Journal. 1 indexed citations
15.
Dichtl, Hubert, et al.. (2018). Optimal Timing and Tilting of Equity Factors. SSRN Electronic Journal. 2 indexed citations
16.
Lohre, Harald, et al.. (2017). Regime shifts and stock return predictability. International Review of Economics & Finance. 56. 138–160. 36 indexed citations
17.
Leippold, Markus, et al.. (2017). Maximum diversification strategies along commodity risk factors. European Financial Management. 24(1). 53–78. 9 indexed citations
18.
Lohre, Harald, et al.. (2014). Regime Shifts and Stock Return Predictability. SSRN Electronic Journal. 8 indexed citations
19.
Leippold, Markus, et al.. (2013). Risk-Based Commodity Investing. SSRN Electronic Journal. 1 indexed citations
20.
Leippold, Markus & Harald Lohre. (2010). The Dispersion Effect in International Stock Returns. SSRN Electronic Journal. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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