Currency hedging for SMEs and pension funds
Description
Swiss corporates and pensions funds have been exposed to substantial currency risks in the last few years. We will build a new open-source innovation for currency trading strategies, that will be incorporated into a new product which can be used as protection against currency fluctuations.
Key data
Projectlead
Prof. Dr. Jörg Osterrieder
Project team
, Florian Bozhdaraj, Dr. Branka Hadji Misheva, Piotr Kamil Kotlarz, Dr. Tomasz Orpiszewski, Prof. Dr. Jan-Alexander Posth, Prof. Dr. Peter Schwendner, Prof. Dr. Marc Wildi
Project partners
QCAM Currency Asset Management AG; AAAccell AG
Project status
completed, 10/2018 - 10/2021
Institute/Centre
Institute of Data Analysis and Process Design (IDP); Institute of Wealth and Asset Management (IWA)
Funding partner
Innovationsprojekt / Projekt Nr. 26213.2 PFES-ES