Assessment of derivatives-based hedging solutions
At a glance
- Project leader : Prof. Dr. Christoph Schmidhuber
- Co-project leader : Prof. Dr. Jörg Osterrieder
- Project status : completed
- Funding partner : Third party
Description
The industry partner asked ZHAW to perform an assessment of the application of derivatives for the protection of equity portfolios. The project covers broad research and analysis on the effectiveness of Put-options on single stocks versus stock indices for tail-risk management.