![Stefan Oppliger](data:image/svg+xml,<svg xmlns="http://www.w3.org/2000/svg" width="16" height="16" fill="%231b1b1b" class="bi bi-person-fill" viewBox="0 0 16 16"><path d="M3 14s-1 0-1-1 1-4 6-4 6 3 6 4-1 1-1 1zm5-6a3 3 0 1 0 0-6 3 3 0 0 0 0 6"/></svg>)
Profil
Stefan Oppliger worked as a Senior Quantitative Research Analyst at OLZ AG from 2015 to 2023.
Anciens postes connus de Stefan Oppliger
| Sociétés | Poste | Fin |
|---|---|---|
OLZ AG
 OLZ AG Investment ManagersFinance OLZ is an active, specialist manager which aims to utilize minimum variance to optimize risk returns and achieve above average returns due to low volatility. They offer systematic (rule-based) portfolio optimization technology for stocks, bonds and mixed mandates. The firm predicts the risk properties (volatilities, correlations) for individual equity and interest rate zones and derives an optimally diversified portfolio. The target portfolio is the ex-ante minimum variance portfolio, which optimally captures above average returns (known as the low volatility premium). OLZ systematically follows a 3-step rule-based investment process without discretionary range to manage portfolios. For bonds, they optimize portfolios by taking individual risk factors into consideration. They focus on best creditworthiness and highest liquidity to minimize counterparty (credit risks) and liquidity risks. Minimum variance optimization leads to optimized interest rate risk diversification. Currency risks are almost fully hedged effectively. | Analyst-Equity | 01/07/2023 |
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| Entreprise privées | 1 |
|---|---|
OLZ AG
OLZ AG Investment ManagersFinance OLZ is an active, specialist manager which aims to utilize minimum variance to optimize risk returns and achieve above average returns due to low volatility. They offer systematic (rule-based) portfolio optimization technology for stocks, bonds and mixed mandates. The firm predicts the risk properties (volatilities, correlations) for individual equity and interest rate zones and derives an optimally diversified portfolio. The target portfolio is the ex-ante minimum variance portfolio, which optimally captures above average returns (known as the low volatility premium). OLZ systematically follows a 3-step rule-based investment process without discretionary range to manage portfolios. For bonds, they optimize portfolios by taking individual risk factors into consideration. They focus on best creditworthiness and highest liquidity to minimize counterparty (credit risks) and liquidity risks. Minimum variance optimization leads to optimized interest rate risk diversification. Currency risks are almost fully hedged effectively. | Finance |
