Reference projects and products are:

• Rodex developed and implemented an allocation engine for a Roboadvisor
• Developed the selection process for a portfolio of Liquid Alternatives utilising Self-Organising Maps
• Zurich Kantonalbank have won the Swiss Derivatives Award 2012 for the index tracker on the Rodex Indices in the category “Best Product on Alternative Underlyings”.
• In May 2011, the Black Swan Liquid-Ator commences trading with private capital. It provides directional tail risk insurance by allocating long/short in equity index and bond futures.
• Hedging Private Equity
• Developed and implemented a concept for credit beta; construction of a beta neutral long/short credit portfolio
• Quantitative models for, for example,  hedge fund risk factors; predicting high yield corporate bond spreads; a rating model for corporates based on discriminant analysis; a tool for allocation between government and corporate bonds; asset allocation in an absolute return framework
• Investigation of how far financial advisors‘ recommendations are away from the efficient frontier (paper published as Huber, C., Kaiser, H. (2003): Asset Allocation Recommendations of Financial Advisors: Are They Risk/Return Optimal?, see list of publications.