united statesen

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 a Researcher at Robeco’s Quant Selection Research team. His areas of expertise include international factor premia, stock selection, and portfolio construction research. Matthias joined Robeco in 2014 after submitting his doctoral dissertation at Technische Universität München (TUM), where he also holds a part-time position. He has published his academic work in various peer-reviewed journals and presented at top finance conferences. Matthias holds a PhD in Finance and a Master’s in Business Administration from TUM and is a CFA® charterholder.

Follow this author: