A Multi-Factor Approach to Identify Global Sectors
Marlies van Boven is a Quantitative Strategist at Newton Investment Management, wholly owned subsidiary of Mellon Bank.
She is responsible for Quantitative Equity Research. Her research interests focus on multi-factor stock selection models and tactical asset allocation issues. She has a Ph.D. in Finance from the Financial Options Research Centre at the University of Warwick and before that completed the doctoral courses in Finance at London Business School. Her thesis concerned an investigation of the fundamental multi- factor (BARRA) approach to model security returns and an examination of the model to predict equity risk and stock returns.