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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: Effect of Taxes on Strategic Asset Allocations
Author(s): Bekim Hotnjani, Master of Arts in Economics and BA RO 2006: field of study Banking and Finance, University of Zurich
Corporate Partner:
UBS AG
Supervising Professor(s):
Title: Verschuldung und Performance von börsenkotierten Infrastrukturunternehmen
Author(s): Martina Zürcher, Department of Business Administration, University of Zurich
Corporate Partner:
LPX Group
Supervising Professor(s):
Title: Agent-Based Modelling
Author(s): Bing Chen, Master of Arts in Economics and BA RO 2006: field of study Banking and Finance, University of Zurich
Corporate Partner:
AVACO AG
Supervising Professor(s):
Title: A Theoretical and Practical Investigation into the Differences Between L1- and L2-norm Optimization Methods—An Implementation for Replicating Portfolios in Life-Insurance Applications
Author(s): Maximilian Rüdisser, Department of Business Administration, University of Zurich
Corporate Partner:
Zurich Insurance Company Ltd
Supervising Professor(s):