You are here

Recent Projects

Title: Essays on Capital Calculation in Insurance
Author(s): Mathieu Cambou, PhD in Mathematics
Corporate Partner:
Scor
Supervising Professor(s): Damir Filipovic
Title: Critical Line Algorithm: The Efficient frontier under Linear Constraints
Author(s): Alexander Norring, Department of Business Administration, University of Zurich
Corporate Partner:
OLZ & Partners Asset and Liability Management AG
Supervising Professor(s):
Title: The Relationship between Long-dated Interest Rates and Inflation: An Application to Zurich Insurance’s UK Pension Fund
Author(s): Jovan Vifian, Department of Business Administration, University of Zurich
Corporate Partner:
Zurich Insurance Group Ltd.
Supervising Professor(s):
Title: Diversification Benefits
Author(s): Antonello Cirulli, Department of Business Administration, University of Zurich
Corporate Partner:
OLZ & Partners Asset and Liability Management AG
Supervising Professor(s):
Title: Challenging des Best-In-Class-Ansatzes bei der Selektion von aktiv gemanagten Fonds
Author(s): Joris Klaus, Department of Business Administration, University of Zurich
Corporate Partner:
Zürcher Kantonalbank
Supervising Professor(s):
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: Modelling and Analysis of Aviation Insurance Risks with Application to Catastrophe Bonds
Author(s): Anastasia Sycheva, MSc in Statistics, ETH Zurich
Corporate Partner:
Twelve Capital AG
Supervising Professor(s): Paul Embrechts
Title: Application of Filtering Methods in Finance
Author(s): Fatima Manaa, MSc in Quantitative Finance, ETH Zurich / University of Zurich
Corporate Partner:
Supervising Professor(s):
Title: Asset Allocation of Pension Funds—A Multinational Analysis of Investment Strategies
Author(s): Philippe Kuhn, Department of Business Administration, University of Zurich
Corporate Partner:
Supervising Professor(s): Karl Schmedders
Title: American Option Pricing Using Filtering
Author(s): Enqi Liang, MSc in Quantitative Finance, ETH Zurich / University of Zurich
Corporate Partner:
Supervising Professor(s):