Martin Martens

Researcher

Also for bond markets quantitative models can beat the benchmark.

Also for bond markets quantitative models can beat the benchmark.

About Martin Martens

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.