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 has more than 20 years of experience in asset management and has been responsible for quantitative research and portfolio management of systematic investment strategies, both bottom-up in equity and credits, and top-down in equity indices, government bonds, FX and commodities.

Currently Bas provides investment advice to institutional investors through Syzygy Solutions.

Research

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

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 7 - Affordable and Clean Energy
  • SDG 17 - Partnerships for the Goals

Keywords

  • HG Finance