A forward-looking risk management tool for Swiss pension funds

Research unit

INNOSUISSE

Project number

34627.1 IP-SBM

Project title

A forward-looking risk management tool for Swiss pension funds

Texts for this project

	German	French	Italian	English
Short description		-	-
Abstract		-	-	-

Category	Text
Short description (German)	A forward-looking risk management tool for Swiss pension funds
Short description (English)	A forward-looking risk management tool for Swiss pension funds
Abstract (German)	The project will develop a risk management tool that will integrate state of the art forward-looking risk measures and drawdown optimization. The tool will help the project partner use its current expertise at trading equity derivatives to enhance the risk-return profile of equity portfolios.