Assessment of derivatives-based hedging solutions
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.
Key Data
Projectlead
Co-Projectlead
Prof. Dr. Jörg Osterrieder
Project status
completed, 10/2019 - 01/2020
Funding partner
Third party