Our investment philosophy is founded on a belief that there are lasting sources of return in the financial markets and that the return from these sources varies considerably over time. In addition, we believe that variations can be identified, which is why we believe that active management pays off relative to the risk assumed.
Our fundamental idea is that active management is best effected through the use of systematic investment processes which are based on a combination of quantitative models and qualitative analysis of the market performed by an experienced and disciplined team of portfolio managers. The quantitative models are designed in-house, thoroughly validated and intuitive. The systematic qualitative analysis creates a balanced perspective of a given investment and the total portfolio. The teamwork is based on a belief that few carefully selected PMs, who supplement each other professionally, create added value.
Risk management is a central and integrated part of our investment processes. We do not believe that it is possible to create an attractive excess return adjusted for the investment risk assumed without risk management being part of the portfolio construction.
The above ensures that Jyske Capital makes well-founded, transparent and understandable investment decisions.