Tobias Hoogteijling

Robeco Asset Management

Rotterdam, 3011 AG

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

970

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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 Asset Management, Robeco Asset Management and Erasmus University Rotterdam
Downloads 647 (58,030)

Abstract:

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

2.

Carbon-Tax-Adjusted Value

Number of pages: 23 Posted: 03 Dec 2021
David Blitz and Tobias Hoogteijling
Robeco Quantitative Investments and Robeco Asset Management
Downloads 323 (131,804)

Abstract:

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