The "Value Style" continues to swing on top.
René Dubacher and Paul Schibli, Senior Portfolio Managers at Swiss Rock Asset Management, explain how they maneuver through the turbulence with their Quant model.
In the article "Der Value-Stil schwingt weiter obenauf" (in German only) editor Ruedi Keller of "the market" of the Neue Züricher Zeitung NZZ interviews René Dubacher and Paul Schibli, Senior Portfolio Managers at Swiss RockAsset Management. They explain how they maneuver through the turbulence with their quant model and say which individual positions they override using fundamental analysis.
"The systematic model is a very good tool for anticipating developments over the next twelve months," says René Dubacher, senior portfolio manager at Swiss Rock Asset Management. After that, visibility suffers and strategic aspects have to be assessed fundamentally.
This is where fund manager Paul Schibli comes in. After many years of experience at Mirabaud, he now works with Dubacher at Swiss Rock, where he is responsible for the new Swiss Equities fund, which was launched with a quantitative approach and uses fundamental analysis to override individual positions in the systematic selection. [...]