Felix Schlumpf

Zurich Insurance Company Ltd

Head of Strategic Asset Allocation

Mythenquai 2

Zurich, CH-8022

Switzerland

http://www.zurich.com

  • Zurich Insurance Company Ltd

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

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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 University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 519 (87,768)

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liquidity risk, funding, liquidity premium, asset allocation

2.

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

Downloads 474 (97,767)

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
Felix Schlumpf, Genene Tessera and Catalina Martínez Gutiérrez
Zurich Insurance Company Ltd, Zurich Insurance Company Ltd and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 356 (134,995)

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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
Felix Schlumpf, Genene Tessera and Catalina Martínez Gutiérrez
Zurich Insurance Company Ltd, Zurich Insurance Company Ltd and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 118 (375,563)

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3.

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 417 (114,623)

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4.

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 395 (120,994)

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

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 292 (167,827)

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