Urs Schubiger

UBS AG

Bahnhofstrasse 45

Zurich, 8001

Switzerland

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 30,164

SSRN RANKINGS

Top 30,164

in Total Papers Downloads

3,234

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

The Risk Parity Approach to Asset Allocation - Climbing the Wall of Worries?

1741 Asset Management, Research Note Series 3/2012
Number of pages: 7 Posted: 10 Oct 2012
Aquila Capital Group, affiliation not provided to SSRN, Independent, UBS AG and affiliation not provided to SSRN
Downloads 771 (62,823)
Citation 1

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Asset Allocation, Portfolio Construction, Risk Parity, Minimum Variance

2.

Risk-Parity Strategies at a Crossroads, or, Who's Afraid of Rising Yields?

Number of pages: 10 Posted: 04 Jun 2014
Aquila Capital Group, Independent, UBS AG and Asga Pension Fund
Downloads 625 (82,156)

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Asset Allocation, Portfolio Construction, Risk Parity, Managed Futures, Hedge Funds

3.

CTAs - How Managed Futures Manage the Future

Number of pages: 6 Posted: 18 May 2013
Fabian Dori, Manuel Krieger and Urs Schubiger
Aquila Capital Group, Independent and UBS AG
Downloads 570 (92,266)

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CTA, Momentum, Trend-following, Managed Futures, Hedge Funds

4.

CTAs - Which Trend is Your Friend?

Number of pages: 6 Posted: 23 Mar 2014
Aquila Capital Group, Independent, UBS AG and Asga Pension Fund
Downloads 522 (103,037)

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CTA, Momentum, Trend-following, Managed Futures, Hedge Funds

5.

Artificial Intelligence - Chances and Challenges in Quantitative Asset Management

Number of pages: 12 Posted: 12 Feb 2018
Fabian Dori, Egon Ruetsche and Urs Schubiger
Aquila Capital Group, AQ Investment AG and UBS AG
Downloads 518 (103,981)

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Artificial Intelligence, Machine Learning, Quantitative Asset Management

6.

Managed Futures and the Kiss Effect, or, Who's Afraid of Pricey Markets?

Number of pages: 11 Posted: 30 Nov 2017
Fabian Dori, Egon Ruetsche and Urs Schubiger
Aquila Capital Group, AQ Investment AG and UBS AG
Downloads 156 (356,532)

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Managed futures, Momentum, Carry, CTA, Long-Short, Portfolio Construction, Risk Balancing, Risk Budgeting, Risk Parity

7.

Managed Futures and the AC-DC Effect, or, Highway to Prosperity?

Number of pages: 11 Posted: 30 Nov 2017
Urs Schubiger, Egon Ruetsche and Fabian Dori
UBS AG, AQ Investment AG and Aquila Capital Group
Downloads 72 (610,062)

Abstract:

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Managed futures, Momentum, Carry, Portfolio Construction, Risk Balancing, Risk Budgeting, Risk Parity