PPCmetrics Publikationen – fortlaufend neue Erkenntnisse

Investment Strategies in the Year 2013 - English Version

PPCmetrics Research Paper Nr. 1/2014, January 2014

Oliver Kunkel, Dr. Diego Liechti, Dr. Stephan Skaanes

In the year 2013, there were losses in the bond markets, while equity markets had high positive returns. As a result, the investment results of the different strategies varied widely. Pension funds, which have fully used their risk capacity through a large equity exposure, were able to benefit from this market environment. In addition, currency hedging and investments in corporate bonds, small caps, and non-listed real estate were positive as well...