globalen

Quantitative research

We conduct a considerable amount of ground-breaking quant research in-house, and have made a number of contributions to quantitative investment theory. We publish articles in leading journals on topics such as factor investing and the low-volatility anomaly.

Quantitative research library
Higher risk-free returns do not lead to higher total stock returns
Higher risk-free returns do not lead to higher total stock returns
Our research shows that equity risk premiums tend to be higher when risk-free returns are low, and vice versa.
26-04-2022 | Research
Shrunk betas can fortify Low-risk portfolios
Shrunk betas can fortify Low-risk portfolios
Research shows that beta forecasts are improved by shrinking correlations more than relative volatilities.
17-02-2022 | Research
The implications of divesting from fossil fuel stocks
The implications of divesting from fossil fuel stocks
Excluding fossil fuel companies from a portfolio comes down to an active bet against the oil price.
15-02-2022 | Research
Our
Our
groundbreaking papers

Our quant researchers and portfolio managers conduct a considerable amount of ground-breaking research in-house, and have made a number of contributions to quantitative investment theory. For example, they regularly publish articles in leading journals on topics such as factor investing, the low-volatility anomaly and how to minimize transaction costs in quant investment processes.

The brains
The brains
behind the models
With over 40 dedicated quantitative researchers and portfolio managers covering equity, fixed income and multi-asset strategies, we are home to one of the largest quantitative teams in Europe. In addition to developing our proprietary quantitative security selection models and portfolio construction algorithms, they also support our portfolio managers in designing, implementing and maintaining our models, risk management tools, currency and derivatives strategies, and performance attribution tools.
Share this page