Financial market research is the “laboratory” for our investment strategies. We use this “laboratory” with absolute conviction as only sustained and promising ideas survive in the international academic discourse. Our research at Vescore as well as at our subsidiary CYD Research, devotedly builds upon scientifically approved models and empirical results. Investment ideas explored in the academic world are brought together with our long-term experience in capital markets, and in the implementation of quantitative models in investment processes. This is our way to create innovative investment solutions.
Currently we are working on following projects:
- Advanced methods for an efficient implementation of conditional return forecasts in global portfolios, explicitly taking forecasting errors into account
- Quantification and evaluation of model quality
- Exploration of instrumental variables for the conditioning of risk premiums
- Economic value drivers of commodity futures
- Return features of commodity shares in relation to commodity futures
We maintain relations to leading universities, in particular to the University of St. Gallen (HSG) and Basel, in Switzerland, as well as to the Technische Universität München (TUM) in Germany. As a member of INQUIRE Europe (www.inquire-europe.org) we keep the professional dialogue with leading quantitative asset management companies - Dr. Peter Oertmann is filling a position in the INQUIRE Research Committee for many years.