A forward-looking risk management tool for Swiss pension funds (InnoSuisse)
A forward-looking risk management tool for Swiss pension funds (InnoSuisse)
The project, leb by the School of Management Fribourg, has developped a risk management tool that integrates 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.