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: 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):
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: Stochastic Volatility Modeling in Energy Markets
Author(s): Cora Drimus, Institute for Banking and Finance, University of Zurich
Corporate Partner:
EGL (now Axpo)
Supervising Professor(s): Walter Farkas
Title: Strategic Direction of Swiss Private Banks
Author(s): Kristof I. Trautwein, MSc in Business and Economics, University of Basel
Corporate Partner:
Swiss Bankers Association & the Association of Swiss Private Banks
Supervising Professor(s): , Pascal Gantenbein