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Apr 16, 2007
The fund invests in long-term government bonds in developed countries except for Switzerland. Reference currency is CHF, the maximum foreign currency risk amounts to 10% (target exposure 5%). The weights of the particular government bonds are estimated using a quantitative optimisation model. The aim of the model is medium to long-term optimisation of the risk-return ratio compared to pure government bond world index (minimum variance portfolio). The investments are mainly implemented using bond-futures: no leverage and no short-selling, minimal cost of implementation, efficient foreign currency hedging.
Name | Title | Since | Until |
---|---|---|---|
Not Disclosed | - | 2018 | Now |
Carmine Orlacchio | - | 2007 | 2018 |
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