Felix Schlumpf

Zurich Insurance Company Ltd

Head of Strategic Asset Allocation

Mythenquai 2

Zurich, CH-8022

Switzerland

http://www.zurich.com

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 28,941

SSRN RANKINGS

Top 28,941

in Total Papers Downloads

1,599

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Strategic Allocation to Less Liquid Assets

I-VW-HSG Trendmonitor 4-2014
Number of pages: 4 Posted: 29 Nov 2014 Last Revised: 16 Dec 2014
Felix Schlumpf and Catalina Martínez Gutiérrez
Zurich Insurance Company Ltd and Zurich Insurance Company Ltd
Downloads 448 (64,117)

Abstract:

Loading...

liquidity risk, funding, liquidity premium, asset allocation

Market Risk of Real Estate: Using Indirect Data to Understand Direct Risks

The Journal of Financial Perspectives, 2012
Number of pages: 10 Posted: 09 Nov 2012 Last Revised: 07 Jul 2017
Zurich Insurance Company Ltd, Zurich Insurance Company Ltd and Zurich Insurance Company Ltd
Downloads 319 (94,569)

Abstract:

Loading...

public and private real estate, real estate risk, mixed-asset diversification

Market Risk of Real Estate: Using Indirect Data to Understand Direct Risks

Journal of Financial Perspectives, Vol. 1, No. 3, 2013
Number of pages: 15 Posted: 29 Nov 2017 Last Revised: 30 Nov 2017
Zurich Insurance Company Ltd, Zurich Insurance Company Ltd and Zurich Insurance Company Ltd
Downloads 56 (378,008)

Abstract:

Loading...

3.

In a Low Yield Environment, What's the Alternative to Traditional Fixed Income Assets?

I-VW-HSG Trendmonitor 3-2017
Number of pages: 2 Posted: 14 Sep 2017
Felix Schlumpf
Zurich Insurance Company Ltd
Downloads 324 (93,515)

Abstract:

Loading...

asset allocation, private debt, real estate, liquidity premium, low yield environment

4.

Factor Analysis for Real Estate

Number of pages: 15 Posted: 04 Oct 2012
Felix Schlumpf and Genene Tessera
Zurich Insurance Company Ltd and Zurich Insurance Company Ltd
Downloads 306 (99,602)

Abstract:

Loading...

5.

Tail Behavior in Portfolio Optimization for Equity Style Factors

Number of pages: 21 Posted: 28 Dec 2018
Maria Kartsakli and Felix Schlumpf
Zurich Insurance Company Ltd. and Zurich Insurance Company Ltd
Downloads 146 (201,632)

Abstract:

Loading...

optimization techniques; tail events; smart beta; asset allocation model; diversification; stock market returns