Martin Martens is Researcher at Robeco’s Quant Fixed Income Research team. His areas of expertise include quant strategies for government bonds covering both duration timing and cross-sectional factors.
Martin has published more than 30 papers in peer-reviewed journals, including Carry Investing on the Yield Curve in the Financial Analysts Journal in 2019. 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.
Martin holds a PhD in Finance from Erasmus University Rotterdam and a Master’s in Mathematics from Eindhoven University of Technology.