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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

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Short description
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Abstract
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Inserted texts


CategoryText
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.
Abstract
(English)