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Zentrale Aufgabe des IQ-Kap ist es, den Wissenstransfer zwischen Praxis und akademischer Forschung zu verbessern.

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Bektic, Dr. Demir

Dr. Demir Bektic joined Deka Investment in May 2014 as a Senior Portfolio Manager and analyst in the Quantitative Fixed Income Products unit. In 2019 he became Head of Quant Fixed Income where he is responsible for the management of quantitative government, covered and corporate bond funds. He worked for a number of financial services companies before this, most recently at Lupus alpha in the Portfolio Management & Trading area and as a portfolio manager in the area of asset management in a Family Office. Demir received a Diplom degree in Business Informatics from the University of Mannheim and worked for the Chair of Finance, esp. Banking under Prof. Dr. Dr. h.c. Martin Weber and for Mannheim Business School during his studies. He regularly presents his research at international conferences and publishes in journals such as the Journal of Portfolio Management, Journal of Asset Management and Journal of Fixed Income. Additionally, he referees for journals such as the Journal of Banking and Finance, Financial Analysts Journal, Journal of Asset Management and Economics Letters. He obtained his PhD in Finance from the Darmstadt University of Technology and was a visiting PhD Student at the University of Chicago Booth School of Business. Currently Dr. Bektic is also an Assistant Professor of Finance at the Darmstadt University of Technology and an Adjunct Professor of Finance at the International University of Monaco. Furthermore, he was a Visiting Assistant Professor at the University of Miami. 

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Duš, Dr. Ivica

Dr. Ivica Duš joined the Quantitative Asset Allocation department in September 2012 as a portfolio manager and analyst. He had already worked at DekaBank for a number of years as a strategy analyst, advising institutional investors. In between, Dr. Duš worked as a portfolio manager and analyst at Union Investment for several years before returning to Deka. Dr. Duš has a degree in Business Computing from the University of Mannheim. He also holds a doctorate in Business Management from Johann Wolfgang Goethe University in Frankfurt. Dr. Duš is the author of numerous financial economic articles in journals and books.

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Huber, Dr. Claus

Dr. Claus Huber joined Deka Investment GmbH as a portfolio Manager in 2018. From 2010 to 2018 he founded and ran Rodex Risk Advisers, a risk management consultancy based in Altendorf / Switzerland. Topics covered by Rodex are Alternative Investments, portfolio construction, tail risk insurance, inflation and deflation protection, market and operational risk and stress testing. Claus’s previous roles include Head of Alternative Investment Risk Management at Swiss Re Zurich, Chief Risk Officer at Credaris Portfolio Management, London, Credit Strategist and Hedge Fund Analyst at Deutsche Bank in Frankfurt/Main, research associate at the University of Bremen and bond trader at Bankgesellschaft Berlin. Claus has published numerous papers on various topics in Finance.

Lohre, Dr. Harald

Dr. Harald Lohre worked at Deka Investment until 2016 as Head of Quantitative Research and Portfolio Manager in the Quantitative Asset Allocation Team of Deka Investment GmbH until March 2016. Before joining Deka in 2010 he has completed his Doctoral Studies in Finance summa cum laude at the University of Zurich in 2008 while working as an analyst in the Quantitative Strategies Team of Union Investment. He holds a Diploma in Mathematical Finance from the University of Konstanz. Harald’s research interest is in rationalizing global market anomalies and issues related to portfolio and risk management. He has published in Journals such as Journal of Empirical Finance, Applied Financial Economics, European Journal of Finance, Journal of Risk, or the Journal of Investing. His work has been awarded research grants by INQUIRE Europe (2008) and the Dauphine-Amundi Chair in Asset Management at Paris Dauphine University (2012). Moreover, his paper ‘Data Snooping and the Global Accrual Anomaly’ has won The Sir Clive Granger Memorial Best Paper Prize 2011.

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Neugebauer, Dr. Ulrich
Mitglied der Geschäftsführung, Leiter Quantitatives Fondsmanagement & ETF

Dr. Ulrich Neugebauer came to Deka Investment GmbH in 1998 as a fund manager. He began working in quantitative equity management, where he was ultimately responsible for asset allocation products. Since 1 July 2003, he has led the Quantitative Products department. His work focuses on developing and implementing quantitative investment strategies and structures. Before working as a fund manager, being the holder of a physics doctorate, he held the chair for theoretical physics at the University of Hannover. He has written numerous publications on statistical and numerical issues in physics. Dr. Ulrich Neugebauer has been a member of the Management Board for Deka Investment GmbH since 1 January 2008.

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Opfer, Dr. Heiko

Dr. Opfer  worked at Deka Investment until March 2018. Between 2010 and March 2018 he led the risk management & GTAA team. Before this, he worked in the Quantitative Asset Allocation department as a portfolio manager and analyst since 2004. Dr. Opfer studied business at Justus-Liebig University Giessen. He then worked as a research assistant to the chair for financing and banking at Justus-Liebig University Giessen. His research focus was on aspects of capital market theory and asset management.

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Ország, Dr. Gábor

Dr. Ország came to Deka Investment in 2007 and worked in the Quantitative Asset Allocation department as a portfolio manager/analyst until 2014. Since February 2016 he has been working in the quantitative fixed-income team in the same business unit. He studied geo sciences at Eötvös Loránd University in Budapest and earned a doctorate at Johann Wolfgang Goethe University in Frankfurt. His academic focus was Computational Physics (particle scattering and diffusion modelling).

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Spielmann, Timo

Timo Spielmann joined Deka Investment in April 2015 as a portfolio manager and analyst in the Quantitative Fixed Income Products team, where he is responsible for management of quantitative corporate mandates. Prior to that, he worked in quantitative portfolio manage-ment at Quoniam Asset Management GmbH, HSBC Trinkhaus & Burkhardt KGaG and Laz-ard Asset Management GmbH. Timo received a Diplom degree in Theoretical Physics from the Goethe University in Frankfurt am Main.

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Stein, Dr. Michael

Dr. Michael Stein joined Deka Investment in April 2018 as Portfoliomanager in the team of Quantitative Asset Allocation. Dr. Michael Stein was Real Estate Research Analyst, Real Estate Fund of Funds Portfolio Manager and Project Manager at Credit Suisse Asset Management’s real estate arm. Following his external dissertation in the area of statistical methods for strategic portfolio management at Karlsruhe Institute of Technology (KIT), he accepted the appointment for the Assistant Professorship of Financial Market Econometrics at University of Duisburg-Essen in 2011 and stood in as the Chair Professor of Statistics and Econometrics at Albert-Ludwigs-Universität Freiburg from 2016 to 2018. Dr. Stein is author of numerous empirical studies that were published in renowned academic journals like the Journal of Banking and Finance, Journal of Empirical Finance, Journal of Investment Management, Journal of International Financial Markets, Institutions & Money, Journal of Asset Management, Journal of Alternative Investments and Journal of Fixed Income. He regularly presents research papers at international conferences and during his time as Professor won the inaugural research prize of IQ-KAP in 2016, as well as the Best Paper Award „Markets and Institutions“ of the Eastern Finance Association Conference 2017.

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Wegener, Dr. Michael

Michael worked at Deka Investment from 2004 to 2018. After 7 years as head of the Quantitative Fixed Income group, he was head of the Quantitative Fixed Income / Equities unit from 2014 to 2018. He was responsible for developing and implementing quantitative investment strategies and risk management systems in mutual and institutional funds and providing investor support. He was a portfolio manager in the Quantitative Asset Allocation/ Portfolio Insurance team until 2007. Michael studied business administration with specialties in financial management and statistics at the University of Bielefeld, where he also earned his doctoral degree. He is the author of numerous capital markets and statistics articles. Furthermore, he was an instructor at the DVFA for the CIIA-Program as well as an associate lecturer at the Wiesbaden Business School.

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Wenzler, Dr. Josef-Stefan

Josef-Stefan joined Deka Investment in March 2012 as a portfolio manager and analyst in the Quantitative Fixed Income Products team, where he is responsible for management of quantitative corporate mandates. He previously worked as a quantitative analyst at Morgan Stanley & Co. in the Capital Markets Sales and Trading area. Josef-Stefan received a Masters degree in physics from the University of Massachusetts Amherst (USA) and completed his post-graduate studies with a doctoral degree from Boston University.

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Wolff, Dr. Dominik

Dr. Dominik Wolff joined the Quantitative Asset Allocation department of Deka Investment GmbH in February 2016. He is primarily responsible for quantitative research including machine learning models for equity market predictions, machine learning models for stock selection as well as tactical and strategical asset allocation strategies. Dr. Wolff is also an assistant professor of Finance at the Technical University Darmstadt and an associate lecturer at the Frankfurt University of Applied Science for Computer based Investment Analysis and for Statistics. Before joining Deka, Dr. Wolff studied business economics with major in finance and worked in energy portfolio management and trading and subsequently as a research assistant at the Centre for Finance and Banking at the Justus-Liebig University Giessen. He completed is PhD with summa cum laude in finance and published in journals including the Journal of Banking and Finance, the European Journal of Finance, the Journal of Asset Management, the International Review of Financial Analysis, and the Journal of Financial Markets Institutions and Money. Dr. Wolff regularly presents his research at academic conferences and works as a referee for several academic journals. He received a research award from the Justus-Liebig University Giessen and a dissertation award from the German Association for Alternative Investments (BAI).

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Zimmer, Carsten

Carsten Zimmer has been working as a portfolio manager and analyst in the Quantitative Products Equities team at Deka Investment since February 2003. His work focuses on the development of quantitative investment strategies and their implementation in public and special funds. Mr Zimmer studied Business Mathematics at the University of Kaiserslautern.

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