PPCmetrics Research Paper Nr. 1/2014, January 2014

Investment Strategies in the Year 2013 — English Version

Oliver Kunkel, Stephan Skaanes, Diego Liechti

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…

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