Research Institute for Capital Markets (ISK)

The Re­search In­sti­tute for Cap­ital Mar­kets (ISK) is a co­oper­a­tion between WU (De­part­ment of Fin­ance, Ac­count­ing and Stat­istic), POK Pühringer Found­a­tion, and ZZ As­set Man­age­ment. The aim of the Re­search In­sti­tute is to develop strategies and study meth­ods and in­stru­ments which con­trib­ute to suc­cess­ful as­set man­age­ment for uni­versity en­dow­ments. Typ­ical re­search ques­tions in­clude:

• The util­iz­a­tion of ap­pro­pri­ate in­vest­ment strategies for both as­set and li­ab­il­ity port­fo­lio man­age­ment

• The rel­ev­ance of long-term in­vest­ment ho­ri­zons

• The im­ple­ment­a­tion of dy­namic as­set and risk man­age­ment strategies for the op­tim­iz­a­tion of port­fo­lio re­turns

• The ana­lysis of con­nec­tions between mac­ro-e­co­nomic factors and the long term dy­namic of the risk premia in dif­fer­ent as­set classes

• En­gage­ment in al­tern­at­ive as­set