Matthias Hanauer

Quantitative investment strategies should be based on factors that have been shown to be robust over time, across markets, and weighting schemes. In addition, they have to survive after trading costs and need an economic rationale

Matthias Hanauer is Researcher at Robeco’s Quant Research team. His areas of expertise include factor premia, factor model, and stock selection research. Matthias also holds a part-time position at the Technical University of Munich in Germany and has published his academic work in various peer-reviewed journals. Matthias joined Robeco in February 2014 after submitting his doctoral dissertation. He holds a PhD in Finance and a Master’s in Business Administration from the Technical University of Munich in Germany and is a CFA® charterholder.

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