Tobias Hoogteijling

Robeco Quantitative Investments

Quantitative Researcher

Rotterdam, 3011 AG

Netherlands

  • Robeco Quantitative Investments

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

How Can Machine Learning Advance Quantitative Asset Management?

Number of pages: 21 Posted: 10 Jan 2023
David Blitz, Tobias Hoogteijling, Harald Lohre and Philip Messow
Robeco Quantitative Investments, Robeco Quantitative Investments, Robeco Quantitative Investments and Robeco Asset Management
Downloads 3,248 (6,558)

Abstract:

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machine learning, asset management, portfolio management, factor investing

2.

The Term Structure of Machine Learning Alpha

Number of pages: 40 Posted: 18 Jun 2023 Last Revised: 19 Jul 2023
David Blitz, Matthias X. Hanauer, Tobias Hoogteijling and Clint Howard
Robeco Quantitative Investments, Technische Universität München (TUM), Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 2,565 (9,442)

Abstract:

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machine learning, asset pricing, factor investing, alpha, investment strategies, trading costs

3.

Forecasting Bond Risk Premia using Stationary Yield Factors

Number of pages: 38 Posted: 13 Apr 2021
Tobias Hoogteijling, Martin Martens and Michel van der Wel
Robeco Quantitative Investments, Robeco Asset Management and Erasmus University Rotterdam
Downloads 837 (50,815)

Abstract:

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Yield curve, Bond risk premia, Forecasting, PCA, Machine learning

4.

Carbon-Tax-Adjusted Value

Number of pages: 23 Posted: 03 Dec 2021
David Blitz and Tobias Hoogteijling
Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 437 (115,403)

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Carbon tax, efficient frontier, value investing, value premium, decarbonization, sustainable investing, ESG