Research Output per year
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 (www.nnip.com) and is a member of the Investment Committee of ABN Amro Pensionfund (www.abnamropensioenfonds.nl).
Research
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. 739-748Research output: Scientific - peer-review › Article
Hedging large portfolios of options in discrete time
Peeters, B., Lucas, A. & Dert, C. L. 2008 In : Applied Mathematical Finance. 15, 3-4, p. 251-275Research output: Scientific - peer-review › Article
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: Professional › Working paper
File
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-review › Article
Branes and anti-de Sitter spacetimes
Boonstra, H. J., Peeters, B. & Skenderis, K. 13 Jan 1998 In : Fortsch.Phys..Research output: Scientific - peer-review › Article