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Martin Martens

“Also for bond markets quantitative models can beat the benchmark.”

Martin Martens is Quantitative Allocation Researcher, 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 at Erasmus University Rotterdam. 

He has contributed to more than 25 publications in refereed journals, including the Journal of Banking and Finance, Journal of International Money and Finance and the Journal of Empirical Finance. 

Martin holds a PhD and a Master's in Finance from Erasmus University Rotterdam.


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