Projects Asset Management
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Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companies’ Investor Bases.
Following several decades of profit-oriented research in finance and economics, we have recently been observing a profound transformation in investor perception and a visible shift towards a sustainable financial system. The list of UN PRI signatories includes already over 2,000 large asset owners and keeps growing ...
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Digitalisation non-bankable assets (specifically: art)
The art market is one of the last illiquid, intransparent and inefficient markets. KULT ART is a young venture born within, Helvetia Schweizer Versicherungsgesellschaft, one of the largest art insurance companies in Switzerland. KULT ART's vision is that art should be accessible to everyone, not only an elite ...
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Systematic and Automated Investment Process for Selection of Investment Funds
Design of Tools for Optimal Selection of Funds
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Robo Market Making Feasability Study
Feasability study for automated market making in blockchain-based secondary markets for loans
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Big Data Analytics Research
The Big Data Analytics Research Platform work package focuses on the creation of new knowledge, about theoretical approaches, methodological novelties and predictive accuracy in the application of big data analytics to finance. Specifically, the platform comprises the research work which all partners of the project ...
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Investment Process for Niche and Alternative Products
Analysis of Liquidity Terms in Alternative Investment Space
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Currency hedging for SMEs and pension funds
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. ...
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Predicting investor behaviour in European bond markets through machine learning
ICMA Quarterly Report (11.7.2019), p.23: Predicting investor behaviour in European bond markets through machine learning The quant team of ESM is developing, in cooperation with the Zurich University of Applied Sciences, a machine-learning based application to predict investor demand for syndicated bond issuances. A ...
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Future Study - Banking Specialists 2030
The study examines on the basis of different scenarios which future challenges. It examines the changes in the significance and competence requirements in the various fields of activity and shows the consequences for career development and the demands on educational programs.
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European government bond dynamics and stability policies: taming contagion risks
From 2004 to 2015, the market perception of the sovereign risks of euro area government bonds experienced several different phases, reflected in a clear time structure of the correlation matrix between the yield changes. “Core” and “peripheral” bonds cluster in a bloc-like structure, but the correlations between the ...
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Estimation of Cyber Risks
Blueprint for estimating cyber risks
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Multi-Asset Investment Process using Bayes Ensembles of Trading Models
Since 2009, low interest rates and asset purchases by central banks are severely distorting investment opportunities and trends in financial markets. The performance of active investment strategies decreased substantially since then. This project aims to provide an investment process that finds the optimal ...