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 Researcher at Robeco’s Quant Research team. His areas of expertise include international factor premia and stock selection research. Matthias joined Robeco in February 2014 after submitting his doctoral dissertation. He holds a PhD in Finance and a Master’s in Business Administration from the Technische Universität München (TUM) and is a CFA® charterholder.