Fabian Ackermann

Zurcher Kantonalbank

Portfolio Manager Senior

Postfach

8010 Zurich, 8010

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

1,105

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Optimal and Naive Diversification in Currency Markets

Swiss Finance Institute Research Paper No. 12-36
Number of pages: 36 Posted: 11 Dec 2012 Last Revised: 04 Feb 2016
Fabian Ackermann, Walt Pohl and Karl Schmedders
Zurcher Kantonalbank, NHH Norwegian School of Economics and IMD Lausanne
Downloads 964 (29,625)
Citation 8

Abstract:

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Carry trade, currency, mean-variance analysis, portfolio optimization.

2.

Long-Run UIP Holds Even in the Short Run

Swiss Finance Institute Research Paper No. 13-31
Number of pages: 27 Posted: 30 May 2013 Last Revised: 01 Jul 2013
Fabian Ackermann, Walt Pohl and Karl Schmedders
Zurcher Kantonalbank, NHH Norwegian School of Economics and IMD Lausanne
Downloads 141 (254,608)

Abstract:

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currencies, long-term interest rates, uncovered interest parity