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