Hedge Funds

Quant factors, discretionary analysis and carbon measurement for danish mortgages

Jyske Bank’s independent asset manager, Jyske Capital, is the first manager we have seen applying quantitative style factors as part of its process for selecting Danish mortgage bonds. It is also unleveraged. Allan Willy Larsen, Head of Mortgage Bonds, talks to us about the strategy which has outperformed it´s benchmark over the last decade.......

By |2024-05-30T06:58:40+02:00May 29th, 2024|Categories: Hedge Funds, The Nordic Brief|