10
November
8:30 — 11:40
Kosmopol, Fiolstræde 44, 4. sal, lokale 4C
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Faktor baseret investering indenfor obligationer

Faktor baseret investering er et veletableret koncept inden for aktier. Det er dog stadigvæk mindre udbredt inden for obligationer, selvom flere analyser også her underbygger, at afkast og risiko kan forklares ved disse systematiske faktorer.

På dette netværksmøde har vi inviteret to forskellige aktive managers ind til at fortælle om deres proces og brug af stil-faktorer indenfor obligationer.

Hør Patrick Houweling, PhD, Co-Head of Quant Fixed Income fra Robeco og Martin Nybye Sørensen, Portfolio Manager, Head of Corporate Bonds hos Jyske Capital, Jyske Bank. Efter indlæggene skal vi debatere emnet i netværket.

Mødet afsluttes med en generel debat i netværket.

Program

08:30 Registrering, networking og kaffe
09:00 Velkommen og introduktion af dagens program
09:05 Factor Investing in the Corporate Bond Market
Patrick Houweling, PhD, Co-Head of Quant Fixed Income, Robeco
09:50
Faktorinvestering i corporate bonds – Fra model til portefølje
Martin Nybye Sørensen, Portfolio Manager, Head of Corporate Bonds, Jyske Capital, Jyske Bank
10:35
Kort kaffepause
10:45
Netværksdiskussion om faktor baseret investering indenfor obligationer
11:15 Generel netværksdebat
11:35 Afrunding og tak for i dag

Talerne

Patrick Houweling
Robeco

Patrick Houweling is Co-Head of Quant Fixed Income and Lead Portfolio Manager of Robeco’s quantitative credit strategies. Patrick has published seminal articles on Duration Times Spread, factor investing in credit markets, corporate bond liquidity and credit default swaps in various academic journals, including the Journal of Banking and Finance, the Journal of Empirical Finance and the Financial Analysts Journal. The article ‘Factor Investing in the Corporate Bond Market’ he co-authored received a Graham and Dodd Scroll Award of Excellence for 2017. Patrick is a guest lecturer at several universities. Prior to joining Robeco in 2003, he was Researcher in the Risk Management department at Rabobank International where he started his career in 1998. He holds a PhD in Finance and a Master’s (cum laude) in Financial Econometrics from Erasmus University Rotterdam.

Se LinkedIn profil

Martin Nybye Sørensen
Jyske Bank

1998: Cand. Oecon, Aarhus Universitet
1998-2013: Nordea Investment Management, Head of Corporate Bonds
2013- : Jyske Capital, Head of Corporate Bonds

Se LinkedIn profil

Kun for medlemmer af Fund & Manager Selection netværket.

Medlemskab koster årligt kr. 4.500 ekskl. moms. Du kan læse mere om netværket her.

Kontakt os på mail@finansforeningen.dk, hvis du er interesseret i at høre mere om netværket.

CFA PL Credits
If you are a CFA Institute member, you are eligible to record 2,5 PL credits for your participation in this meeting.

Details

Date:
10 November
Time:
8:30 - 11:40
Event Category:
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