Personal profile

Personal information

Bas received his PhD in Theoretical Physics from Stony Brook University in 1995. Since 1998 he has been working in the financial industry, initially in the field of derivatives and dynamic asset allocation strategies, and currently focusing on quantitative research in asset management and factor investing.

Bas is heading the Quantitative Research and Strategy team within NN Investment Partners ( and is a member of the Investment Committee of ABN Amro Pensionfund (


My research interest are in the field of quantitative investment management, with a focus on factor investing, risk premiums, portfolio construction and risk management.

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Research Output 1995 2013

Risk premiums in a simple market model for implied

Peeters, B. 2013 In : Quantitative Finance. 13, 5, p. 739-748

Research output: Scientific - peer-reviewArticle

Hedging large portfolios of options in discrete time

Peeters, B., Lucas, A. & Dert, C. L. 2008 In : Applied Mathematical Finance. 15, 3-4, p. 251-275

Research output: Scientific - peer-reviewArticle

Black Scholes for portfolios of options in discrete time: the price is right, the hedge is wrong

Peeters, B., Dert, C. L. & Lucas, A. 2003 Amsterdam: Tinbergen Instituut (TI), (TI Discussion Paper; no. TI 2003 90/2)

Research output: ProfessionalWorking paper


Brane intersections, anti-de Sitter spacetimes and dual superconformal theories

Boonstra, H. J., Peeters, B. & Skenderis, K. 27 Mar 1998 In : Nucl.Phys. B.

Research output: Scientific - peer-reviewArticle

Branes and anti-de Sitter spacetimes

Boonstra, H. J., Peeters, B. & Skenderis, K. 13 Jan 1998 In : Fortsch.Phys..

Research output: Scientific - peer-reviewArticle