Rates Factors and Global Asset Allocation
Joshua Kothe, Harald Lohre and Carsten Rother
The Journal of Fixed Income Winter 2021, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098
Joshua Kothe
is a portfolio management associate at Invesco Quantitative Strategies in Frankfurt/Main, Germany
Harald Lohre
is a director of research at Invesco Quantitative Strategies in Frankfurt/Main, Germany, a fellow of the Centre for Endowment Asset Management (CEAM), Cambridge Judge Business School, University of Cambridge, UK, and a visiting research fellow at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, UK
Carsten Rother
is a research analyst at Invesco Quantitative Strategies in Frankfurt/Main, Germany and a doctoral student at the University of Hamburg, Germany
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In this issue
The Journal of Fixed Income
Vol. 30, Issue 3
Winter 2021
Rates Factors and Global Asset Allocation
Joshua Kothe, Harald Lohre, Carsten Rother
The Journal of Fixed Income Dec 2020, 30 (3) 6-25; DOI: 10.3905/jfi.2020.1.098