Evaluation of a High Conviction Investment Strategy at a Swiss Private Bank
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Authors
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Publication date
2024
Typ of student thesis
Bachelor
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Collections
Type
11 - Student thesis
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Hochschule für Wirtschaft FHNW
Place of publication / Event location
Olten
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Swiss Private Bank
Abstract
The Swiss Privat Bank’s Swiss small and mid cap fund regularly outperforms the SPI Extra. However, due to its benchmark proximity, which is called for by many institutional investors, it is difficult for the fund to stand out against some of its more actively managed peers over short periods of time. In this work, a high conviction investment strategy is developed and backtested against an established peer group with data ranging from 2014 to 2023. Additionally, it outlines the requirements for a successful launch of the high conviction fund.
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Language
English
Created during FHNW affiliation
Yes
Strategic action fields FHNW
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Review
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Citation
Trachsel, L. (2024). Evaluation of a High Conviction Investment Strategy at a Swiss Private Bank [Hochschule für Wirtschaft FHNW]. https://irf.fhnw.ch/handle/11654/48897