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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
關於 Matthias Hanauer
Matthias Hanauer is Researcher at Robeco’s Quant Equity Research team. His areas of expertise include international factor premia and stock selection research. Matthias also holds a position as a postdoctoral researcher at the Technical University of Munich (TUM). He has published his work in various peer-reviewed finance journals, including the Journal of Banking and Finance, Finance Research Letters, and the Journal of Portfolio Management. Matthias joined Robeco in February 2014 after submitting his doctoral dissertation. He holds a PhD in Finance (summa cum laude) and a Master’s in Business Administration from Technische Universität München and is a CFA® charterholder.