Felix Schlumpf

Zurich Insurance Company Ltd

Head of Strategic Asset Allocation

Mythenquai 2

Zurich, CH-8022

Switzerland

http://www.zurich.com

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 46,127

SSRN RANKINGS

Top 46,127

in Total Papers Downloads

659

CITATIONS

1

Scholarly Papers (3)

1.

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

The Journal of Financial Perspectives, Forthcoming
Number of pages: 10 Posted: 09 Nov 2012 Last Revised: 06 Dec 2013
Zurich Insurance Company Ltd, Zurich Insurance Company Ltd and Zurich Insurance Company Ltd
Downloads 204 (97,964)

Abstract:

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

2.

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 143 (118,096)
Citation 1

Abstract:

3.

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 82 (118,636)

Abstract:

liquidity risk, funding, liquidity premium, asset allocation