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Recent Projects

Title: Global Multi-Asset Allocation – An estimation of the global market portfolio and a back‐test analysis in the Black–Litterman framework
Author(s): Lisa Mossi, Master of Science in Wealth Management, University of Geneva
Corporate Partner:
Swisscanto Invest by Zürcher Kantonalbank (ZKB)
Supervising Professor(s): Ines Chaieb
Title: Swiss Private Banking: A New Era for Wealth Management and Banking Advice
Author(s): Corrado Vaerini, Master of Arts in Economics and BA RO 2006: field of study—Banking and Finance, University of Zurich
Corporate Partner:
Lhotse Summit AG
Supervising Professor(s):
Title: Negative Interest Rates: An Empirical Study
Author(s): Maria Ossowska, Master of Arts in Economics and BA RO 2006: field of study – Banking and Finance, University of Zurich
Corporate Partner:
Swiss Re
Supervising Professor(s): Walter Farkas
Title: Latin America—The Challenges after FATCA and before the Automatic Exchange of Information
Author(s): Diego Fuentes, Master of Arts in Economics and BA RO 2006: field of study—Banking and Finance, University of Zurich
Corporate Partner:
Credit Suisse AG
Supervising Professor(s):
Title: Change of Measurement for Stock Prices in a Risk-Neutral Valuation
Author(s): Ioa Gavrila, MAS in Finance, University of Zurich
Corporate Partner:
Scor
Supervising Professor(s): Walter Farkas
Title: Challenging des Best-In-Class-Ansatzes bei der Selektion von aktiv gemanagten Fonds
Author(s): Joris Klaus, Master of Arts in Economics and BA RO 2006: field of study—Banking and Finance, University of Zurich
Corporate Partner:
ZKB
Supervising Professor(s):
Title: Analysis of FX Hedging at Mutual Funds
Author(s): Martin Overhoff, Master of Arts in Economics and BA RO 2006: field of study – Banking and Finance, University of Zurich
Corporate Partner:
SIGLO Capital Advisors AG
Supervising Professor(s):
Title: Optimal Dynamic Currency Hedging
Author(s): Michel Gba, MSc in Quantitative Finance, ETH Zurich / University of Zurich
Corporate Partner:
Zürcher Kantonalbank
Supervising Professor(s):
Title: Co-Integration in Energy Markets
Author(s): Dandan Zhao, Institute for Banking and Finance, University of Zurich
Corporate Partner:
EGL (now Axpo)
Supervising Professor(s): Walter Farkas
Title: Scenario Generation for Risk Management—Implied Volatility Dynamics Modeling
Author(s): Thomas Weber, MSc in Quantitative Finance, ETH Zurich / University of Zurich
Corporate Partner:
Credit Suisse AG
Supervising Professor(s):