Quant factors, discretionary analysis and carbon measurement for danish mortgages

External news

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. NordicInvestor interviewed Head of Mortgage Bonds, Allan Willy Larsen (pictured above), who leads a team of four other senior portfolio managers, one quantitative analyst and two backup quants."
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House of reach

2025-02-17