Thomas Christensen, CAIA, CQF
11 Years at AB|21 Years of Experience
Thomas Christensen joined AB in 2014 as a Senior Quantitative Analyst for AB Global Core Equity. He previously served as senior risk and quant manager at CPH Capital. Prior to that, Christensen held a similar role at BankInvest. He holds both a BSc and an MSc in business administration and management science from the Copenhagen Business School, and is a Chartered Alternative Investment Analyst (CAIA) with a Certificate in Quantitative Finance (CQF). Location: Copenhagen
Published Work
The spread of the COVID-19 virus has blindsided conventional risk models. By understanding what went wrong, investors can develop a more forward-looking approach to risk management that considers multiple scenarios for a highly uncertain market environment.
As volatility returned to global markets in 2018, return patterns for equity styles were very unstable. With more signs of turbulence ahead, investors should prepare to reduce the impact of short-term factor swings on portfolio performance.
The investing industry is constantly devising new acronyms and buzzwords. Sometimes these can be dangerous. The rise of the FANG stocks highlights how clusters of stocks may create investing hazards that standard risk models struggle to detect.