WG3: Investment Product Performance

Working Group 3: Transparency into Investment Product Performance for Clients#

Leader: Prof. Peter Schwendner (ZHAW Switzerland)

Mission#

WG3 develops methods to scrutinize the quality of financial products, particularly rule-based “smart beta” products, across the asset management, banking, and insurance industries.

Focus Areas#

Investment Product Analysis#

Performance attribution
Cost analysis
Risk-adjusted returns

Smart Beta Strategies#

Factor analysis
Index construction
Benchmark comparison

Asset Management#

Portfolio transparency
Fee structures
ESG integration

Banking Products#

Product complexity analysis
Customer suitability
Disclosure requirements

Insurance Products#

Policy analysis
Claims transparency
Pricing models

Key Deliverables#

Product analysis frameworks
Smart beta evaluation tools
Transparency scorecards
Consumer guidance documents

Members#

WG3 includes approximately 100 researchers from across the network.