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
Keywords
- HG Finance
Fingerprint Dive into the research topics where Bas Peeters is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Hedging
Mathematics
Discrete-time
Mathematics
Risk Factors
Mathematics
Trade-offs
Mathematics
Risk premium
Business & Economics
Black-Scholes
Mathematics
Incompleteness
Mathematics
Diversification
Mathematics
Research Output 1993 2013
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
Risk premium
Market model
Implied volatility
Arbitrage
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. 251-275Research output: Contribution to Journal › Article › Academic › peer-review
Hedging
Discrete-time
Risk Factors
Trade-offs
Black-Scholes
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 › Professional
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: Contribution to Journal › Article › Academic › peer-review
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