![Stefan Reusser](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
Mr. Stefan Reusser is a Head of Portfolio Management at OLZ AG.
He joined the Portfolio Management Department of OLZ in 2001.
He focussed on finance management and capital markets.
He worked previously at the University of Bern's Institute of Financial Management.
He holds degrees in Economics from the Universities of Bern and Rochester (New York, USA).
Postes actifs de Stefan Reusser
| Sociétés | Poste | Début |
|---|---|---|
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. | Director of Investments | 01/01/2001 |
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Sociétés liées
| 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 |
