Matthias X. Hanauer 个人学术档案

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	总计	2019 年至今
引用	787	652
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i10 指数	17	15

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David BlitzRobeco在 robeco.nl 的电子邮件经过验证
Christoph KasererProfessor of Finance, Technische Universität München在 tum.de 的电子邮件经过验证
Marc Steffen RappPhilipps-Universität Marburg在 m-s-rapp.de 的电子邮件经过验证
Pim van VlietRobeco Asset Management, Erasmus School of Economics PhD在 robeco.com 的电子邮件经过验证
Simon LansdorpRobeco Quantitative Strategies在 robeco.nl 的电子邮件经过验证
Joop HuijAssociate Professor of Finance, Rotterdam School of Management在 rsm.nl 的电子邮件经过验证
Georgi KyosevRobeco, Rotterdam School of Management在 robeco.nl 的电子邮件经过验证
Mario FischerYale University在 yale.edu 的电子邮件经过验证
Tobias KalsbachTechnical University of Munich在 kalsbach.com 的电子邮件经过验证
Esad SmajlbegovicAssociate Professor of Finance, Erasmus University Rotterdam在 ese.eur.nl 的电子邮件经过验证
Iman Honarvar GheysaryRobeco在 robeco.nl 的电子邮件经过验证
Christoph JäckelPhD student, Technical University of Munich在 tum.de 的电子邮件经过验证
Robert Alexander HeigermoserResearch Assistant, Technical University of Munich在 tum.de 的电子邮件经过验证
Tobias HoogteijlingResearcher, Robeco Quantitative Investing在 robeco.nl 的电子邮件经过验证
Clint HowardQuant Researcher在 robeco.nl 的电子邮件经过验证
Harald LohreHead of Quant Equity Research, Robeco在 robeco.com 的电子邮件经过验证
Laurens SwinkelsErasmus School of Economics, Erasmus University Rotterdam, Robeco Institutional Asset Management在 ese.eur.nl 的电子邮件经过验证
Maarten JansenQuant Researcher在 robeco.nl 的电子邮件经过验证
Bart van der GrientRobeco Quantitative Strategies在 robeco.nl 的电子邮件经过验证

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Matthias X. Hanauer

Robeco Asset Management, Technische Universität München (TUM)

在 tum.de 的电子邮件经过验证 - 首页

empirical asset pricing factor investing anomalies value investing momentum


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
The idiosyncratic momentum anomaly D Blitz, MX Hanauer, M Vidojevic International Review of Economics & Finance 69, 932-95, 2020	104	2020
Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing? MX Hanauer, M Linhart Asia‐Pacific Journal of Financial Studies 44 (2), 175-214, 2015	92	2015
Is Japan Different? Evidence on Momentum and Market Dynamics M Hanauer International Review of Finance 14 (1), 141–160, 2014	71	2014
The cross-section of emerging market stock returns MX Hanauer, JG Lauterbach Emerging Markets Review 38, 265-286, 2019	67	2019
Five concerns with the five-factor model D Blitz, MX Hanauer, M Vidojevic, P van Vliet The Journal of Portfolio Management 44 (4), 71-78, 2018	66	2018
Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt M Hanauer, C Kaserer, M Rapp Betriebswirtschaftliche Forschung & Praxis, 65 (5), pp. 469-492, 2013	65*	2013
A Comparison of Global Factor Models MX Hanauer Available at SSRN 3546295, 2020	45	2020
Resurrecting the Value Premium D Blitz, MX Hanauer The Journal of Portfolio Management 47 (2), 63-81, 2020	37	2020
Enhanced momentum strategies MX Hanauer, S Windmüller Journal of Banking & Finance 148, 106712, 2023	32	2023
Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets MX Hanauer, M Kononova, MS Rapp Finance Research Letters 48, 102856, 2022	30	2022
Machine learning and the cross-section of emerging market stock returns MX Hanauer, T Kalsbach Emerging Markets Review 55, 101022, 2023	23	2023
Settling the Size Matter D Blitz, MX Hanauer The Journal of Portfolio Management 47 (2), 99-112, 2020	17	2020
Does Earnings Growth Drive the Quality Premium? G Kyosev, MX Hanauer, J Huij, S Lansdorp Journal of Banking & Finance, 105785, 2020	17	2020
Mean-variance optimization using forward-looking return estimates P Bielstein, MX Hanauer Review of Quantitative Finance and Accounting 52 (3), 815-840, 2019	16	2019
Beyond Fama-French factors: Alpha from short-term signals D Blitz, MX Hanauer, I Honarvar, R Huisman, P van Vliet Financial Analysts Journal, 1-22, 2023	14	2023
Synthetic hedge funds M Fischer, MX Hanauer, R Heigermoser Review of Financial Economics 29 (1), 12-22, 2016	13	2016
A New Look at the Fama-French Model: Evidence Based on Expected Returns M Hanauer, C Jäckel, C Kaserer Available at SSRN 2082108, 2014	13	2014
Constructing a powerful profitability factor: International evidence MX Hanauer, D Huber Available at SSRN 3234436, 2019	9	2019
Fama-French 5-factor model: why more is not always better D Blitz, M Hanauer, P Van Vliet Retrieved from Robeco: https://www. robeco. com/en/insights/2015/10/fama …, 2018	9	2018
Surprise in short interest MX Hanauer, P Lesnevski, E Smajlbegovic Journal of Financial Markets, 100841, 2023	8*	2023

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