Dr Harald Lohre
Honorary ResearcherResearch Overview
Dr Harald Lohre is Head of Quant Equity Research and serves on the Quant Equity Management Team of Robeco. Previously, he was a member of the global management team at Invesco Quantitative Strategies, managing multi-asset activities and research. Prior to that, Harald was the Head of Quantitative Research and Portfolio Manager on the Quantitative Asset Allocation Team of Deka Investment GmbH. Before joining Deka, he had completed his Doctoral Studies in Finance summa cum laude at the University of Zurich while working as an Analyst in the Quantitative Strategies Team of Union Investment. Harald holds a Diploma in Mathematical Finance from the University of Konstanz and is a past Fellow of the Centre for Endowment Asset Management (CEAM), Cambridge Judge Business School.Being an Honorary Researcher at the Department of Accounting and Finance of Lancaster University Management School as well as a Research Fellow at the Hamburg Financial Research Center, Harald constantly bridges theory and practice to identify and manage salient drivers of capital market returns using quantitative techniques. He has supervised four PhD students to completion. His work has been widely published in academic and practitioner journals alike, including the Journal of Empirical Finance, the Financial Analysts Journal, European Financial Management, the Journal of Portfolio Management, the Journal of Fixed Income, or the Journal of Risk. Harald has been awarded several research grants, and he is the winner of The Sir Clive Granger Memorial Best Paper Prize. Harald serves on the research committee of Inquire Europe and as Associate Editor of the Journal of Systematic Investing. In 2023, Harald was recognized as one of the Top 25 Leaders in Systematic and Volatility Investing by EQDerivatives.
Dr. Lohre’s research can be accessed and downloaded through SSRN.
Organizer, 3rd Frontiers of Factor Investing Conference
Participation in conference - Academic
Frontiers of Factor Investing
Participation in conference -Mixed Audience
Centre of Endowment Asset Management, Cambridge Judge Business School (External organisation)
Member of external research organisation
Journal of Systematic Investing (Journal)
Editorial activity
2019 Consortium on Factor Investing
Participation in conference -Mixed Audience
Frontiers of Factor Investing
Participation in conference -Mixed Audience
Inquire Europe (External organisation)
Membership of committee
Risk & Reward (Journal)
Editorial activity
The Sir Clive Granger Memorial Best Paper Prize
Prize (including medals and awards)
EFM 2020 Top Download Award
Prize (including medals and awards)
Winner Investment Research Award, CFA Society Germany
Prize (including medals and awards)
CQA 2023 Best Paper Award - Power Sorting
Prize (including medals and awards)
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy