Research output per year
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 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
- Syzygy Solutions | Amsterdam | Directeur | 2021-03-15 - present
- PGGM | Zeist | Medewerker | 2022-01-15 - present
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):
Keywords
- HG Finance
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Risk premiums in a simple market model for implied volatility
Peeters, B., 2013, In: Quantitative Finance. 13, 5, p. 739-748Research output: Contribution to Journal › Article › Academic › peer-review
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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: Contribution to Journal › Article › Academic › peer-review
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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 / Preprint › Working paper › Professional
File193 Downloads (Pure) -
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 Journal › Article › Academic › peer-review
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Branes and anti-de Sitter spacetimes
Boonstra, H. J., Peeters, B. & Skenderis, K., 13 Jan 1998, In: Fortsch.Phys..Research output: Contribution to Journal › Article › Academic › peer-review