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:
- Exploration of instrumental variables for the conditioning of risk premiums in the second decade
- Economic value drivers of commodity futures
- Strategic portfolio conception with integration of currency management
- Cross-sectional allocation concept for equity and bond portfolios
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 has been filling a position in the INQUIRE Research Committee for many years.