A forward-looking risk management tool for Swiss pension funds

• Unité de recherche: INNOSUISSE
• Numéro de projet: 34627.1 IP-SBM
• Titre du projet anglais: A forward-looking risk management tool for Swiss pension funds

Description succincte (Allemand)

A forward-looking risk management tool for Swiss pension funds

Description succincte (Anglais)

A forward-looking risk management tool for Swiss pension funds

Résumé des résultats (Abstract) (Allemand)

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.