mrfi
Martin Richter holds a PhD in Finance from Copenhagen Business School, Department of Finance (PhD i Finansiering) and a MSc in Statistics (Cand. Scient. i Statistik) and BSc in Mathematic (Bachelor i Matematik) from University of Copenhagen.
Fields of interest include alternative risk premiums, factor investing across asset classes, portfolio construction and risk management, sustainable investments, use of alternative data in strategy construction, pricing of derivatives and Monte Carlo simulations.
Martin Richter is Co-Founder & Senior Portfolio Manager at Qblue Balanced A/S. He has been affiliated with the Department of Finance since completing his PhD in 2002.
Prior to Co-Founding Qblue Balanced A/S he worked as chief dealer/quantitative strategist at Nordea Markets, FX trading, working with order flow and execution strategies.
Prior to joining Nordea Markets, Martin spent five years at ATP Alpha as Senior Portfolio Manager, developing and implementing a portfolio of quantitative FX trading strategies and risk management systems for both systematic and discretionary trading.
Before joining ATP, Martin spent five years as Senior Analyst at Danske Markets, working with institutional clients in alternative investment strategies and optimal hedging strategies.
Supervisor (supervision and grading) on:
• Master Theses and Bachelor Projects for the MSc/BSc in cand. merc. FIR, EBA, CFIV and MAT.
Previously lecturing in Monte Carlo simulation in Finance at the Department of Finance, CBS and in Markov Chains and Weak Convergence at the Department for Mathematical Sciences, University of Copenhagen.