Mikkel Eliasen
Mikkel EliasenChief Portfolio Manager & Partner
Responsible for factor based equity strategies and portfolio construction

Essentially we screen many stocks worldwide, to get the stocks that offer the best combination of well known academic risk premiums and market abnormalities. Some of the risk premiums, (otherwise known as ‘factors’),  were discovered by professors Fama and French in 1993, and academia has since investigated and developed the extraction of theese further up until today. 

We use a systematic quantitative approach not only to find and harvest the premiums available, but also to optimize and diversify our portfolio in the most efficient way as possible. Our aim is to get the best risk adjusted returns that a stock portfolio can offer, at a risk level where we are investing ourselves.