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Research projects

A forward-looking risk management tool for Swiss pension funds

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.

Running time

2020 to 2022

Project manager

Nils Tuchschmid

Full Professor UAS/Institute Head

+41 26 429 63 50

Institute/Competence center