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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).


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

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  • HG Finance

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Hedging Mathematics
equivalence Physics & Astronomy
Discrete-time Mathematics
continuums Physics & Astronomy
operators Physics & Astronomy
eigenvectors Physics & Astronomy
Risk Factors Mathematics
slicing Physics & Astronomy

Research Output 1993 2013

Risk premiums in a simple market model for implied volatility

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

Research output: Contribution to journalArticle

Risk premium
Market model
Implied volatility
Implied volatility surface

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: Contribution to journalArticle

Risk Factors

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: Working 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: Contribution to journalArticle

Branes and anti-de Sitter spacetimes

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

Research output: Contribution to journalArticle