Martin Martens

Also for bond markets quantitative models can beat the benchmark

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.