Also for bond markets quantitative models can beat the benchmark
Martin Martens is Researcher in the Quant Fixed Income team, responsible for multi-asset research and directional models. Before joining Robeco in 2006, he held assistant / associate professorships at Lancaster University in the UK, University of New South Wales in Australia and Erasmus University Rotterdam. He has contributed to more than 30 publications in peer-reviewed journals, including the Journal of Banking and Finance, Financial Analysts Journal and the Journal of Empirical Finance. Martin holds a PhD in Finance from Erasmus University Rotterdam and a Master’s in Mathematics from Eindhoven University of Technology.