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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

Funding partner

Innovationsprojekt / Projekt Nr. 26213.2 PFES-ES