Bas Peeters

Bas Peeters is a Lecturer in the Department of Finance at Vrije Universiteit Amsterdam's School of Business and Economics. He holds a PhD in Theoretical Physics from Stony Brook University (1995) and has over 25 years of experience in quantitative finance, spanning academia and the financial industry. His current focus is on quantitative research in asset management, factor investing, and sustainability-related financial strategies.

• Affiliations: VU Amsterdam (current), Syzygy Solutions (consultant)
• Education:
  • PhD in Theoretical Physics (1995), Stony Brook University
  • No undergraduate details provided

Research interests center on quantitative investment management methodologies, including risk premium analysis, portfolio construction, and factor-based investing. His work intersects sustainability considerations with traditional financial modeling. He has published in both financial mathematics and theoretical physics journals.

His publications span theoretical physics (pre-1998) and financial engineering (post-2003), reflecting his transition from academia to finance. Notable contributions include discrete-time hedging strategies and risk premium models.

Grants & Advising: Active as a quantitative consultant for institutional investors through Syzygy Solutions. No graduate student supervision listed.

Labs/Teams: No formal lab affiliations mentioned, but collaborates with institutional clients through Syzygy Solutions.