Indicative FSP

Risk Management for fund of funds portfolios

Pension Funds have a pervasive influence on the economy affecting in particular the maturity and, to some degree, the magnitude of savings, patterns of employment and retirement, adequacy and distribution of retirement income, and corporate finance. The problem in pension funds is often complicated by institutional constraints concerning the adoption of derivative-based hedging, risk management and financial engineering solutions. This project addressed the increasing uncertainty-aversion attitude of investors by undertaking extensive tests of various portfolio asset allocation scenarios with respect to risk, return and risk factor exposures of EDEKT OTE, the first actively managed pension fund in Greece.

Current Distinctions & Awards