Author

Hubert Dichtl

Observed names: Dichtl, Hubert, Dichtl, Hubert 1968-

Observed institutions: Universität Hamburg, Deutsche Börse (Germany)

ORCID: 0000-0001-5338-9003

Observed ORCID: 0000-0001-5338-9003

OpenAlex ID: A5046659830

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

2010 · Hubert Dichtl, Wolfgang Drobetz · Journal of Banking & Finance · 103

Optimal Timing and Tilting of Equity Factors

2018 · Hubert Dichtl, Wolfgang Drobetz, et al. · Financial Analysts Journal · 45

Testing Rebalancing Strategies for Stock-Bond Portfolios Across Different Asset Allocations

2014 · Hubert Dichtl, Wolfgang Drobetz, et al. · Applied Economics · 40

Forecasting Stock Market Crashes via Machine Learning

2022 · Hubert Dichtl, Wolfgang Drobetz, et al. · Journal of Financial Stability · 38

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

2013 · Hubert Dichtl, Wolfgang Drobetz · Finance research letters · 38

Sell in May and Go Away: Still Good Advice for Investors?

2014 · Hubert Dichtl, Wolfgang Drobetz · International Review of Financial Analysis · 34

Dollar-Cost Averaging and Prospect Theory Investors: An Explanation for a Popular Investment Strategy

2011 · Hubert Dichtl, Wolfgang Drobetz · Journal of Behavioral Finance · 31

Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies

2014 · Hubert Dichtl, Wolfgang Drobetz, et al. · Financial markets and portfolio management · 22

Data Snooping in Equity Premium Prediction

2017 · Hubert Dichtl, Wolfgang Drobetz, et al. · International Journal of Forecasting · 21

A bootstrap-based comparison of portfolio insurance strategies

2015 · Hubert Dichtl, Wolfgang Drobetz, et al. · European Journal of Finance · 21

Forecasting Excess Returns of the Gold Market: Can We Learn from Stock Market Predictions?

2017 · Hubert Dichtl · Journal of commodity markets · 20

Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?

2019 · Hubert Dichtl · Review of Financial Economics · 14

How to build a factor portfolio: Does the allocation strategy matter?

2020 · Hubert Dichtl, Wolfgang Drobetz, et al. · European Financial Management · 13

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Investing in gold – Market timing or buy-and-hold?

2018 · Dirk G. Baur, Hubert Dichtl, et al. · International Review of Financial Analysis · 13

Timing the stock market: Does it really make no sense?

2016 · Hubert Dichtl, Wolfgang Drobetz, et al. · Journal of Behavioral and Experimental Finance · 11

2010 · Hubert Dichtl, Wolfgang Drobetz · The journal of wealth management · 11

Active Factor Completion Strategies

2019 · Hubert Dichtl, Wolfgang Drobetz, et al. · The Journal of Portfolio Management · 8

Testing Rebalancing Strategies for Stock-Bond Portfolios: Where Is the Value Added of Rebalancing?

2011 · Hubert Dichtl, Wolfgang Drobetz, et al. · SSRN Electronic Journal · 5

Testing Rebalancing Strategies for Stock-Bond Portfolios: What is the Optimal Rebalancing Strategy?

2012 · Hubert Dichtl, Wolfgang Drobetz, et al. · SSRN Electronic Journal · 4

Does tactical asset allocation work? Another look at the fundamental law of active management

2009 · Hubert Dichtl, Wolfgang Drobetz · Journal of Asset Management · 3

Drawdowns in stock and cryptocurrency markets. What is the best bootstrapping method?

2024 · Hubert Dichtl, Wolfgang Drobetz, et al. · SSRN Electronic Journal · 2

Bootstrapping and Bias: The Economic Costs of Misjudging Downside Risk

2026 · Hubert Dichtl, Wolfgang Drobetz, et al. · The Journal of Portfolio Management · 1

Don’t draw the downs apart: How to best simulate asset price drawdowns

2026 · Hubert Dichtl, Wolfgang Drobetz, et al. · Journal of Empirical Finance · 1

Forecasting Market Crashes via Machine Learning: Evidence from European Stock Markets

2021 · Hubert Dichtl, Wolfgang Drobetz, et al. · SSRN Electronic Journal · 1

Factor-Based Allocation: Is There a Superior Strategy?

2019 · Hubert Dichtl, Wolfgang Drobetz, et al. · SSRN Electronic Journal · 1

Works count: 38

Citation count: 505

H-index: 13

I10-index: 16