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
Prof. Dr. Marc Wildi, Prof. Dr. Peter Schwendner, Prof. Dr. Jan-Alexander Posth, Dr. Tomasz Orpiszewski, Dr. Branka Hadji Misheva, Piotr Kamil Kotlarz, Florian Bozhdaraj,
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