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“Also for bond markets quantitative models can beat the benchmark.”
Mr. Martin Martens is co-head of the Quantitative Strategies group at Robeco. He is responsible for quantitative fixed income research.
Prior to joining Robeco in 2006 Martin held assistant/associate professorships at Lancaster University (UK), University of New South Wales (Australia) and Erasmus University Rotterdam. His publications include Journal of Banking and Finance, Journal of International Money and Finance, and Journal of Econometrics. He is a part-time Associate Professor of Finance at Erasmus University Rotterdam. Martin holds a PhD in Finance from the Erasmus University of Rotterdam.