Matthias X. Hanauer
Matthias X. Hanauer
Robeco Asset Management, Technische Universität München (TUM)
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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
482015
Is Japan Different? Evidence on Momentum and Market Dynamics
M Hanauer
International Review of Finance 14 (1), 141–160, 2014
432014
Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt
M Hanauer, C Kaserer, M Rapp
Betriebswirtschaftliche Forschung & Praxis, 65 (5), pp. 469-492, 2013
43*2013
The idiosyncratic momentum anomaly
D Blitz, MX Hanauer, M Vidojevic
Available at SSRN 2947044, 2020
312020
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
252018
The cross-section of emerging market stock returns
MX Hanauer, JG Lauterbach
Emerging Markets Review 38, 265-286, 2019
182019
A New Look at the Fama-French Model: Evidence Based on Expected Returns
M Hanauer, C Jäckel, C Kaserer
Available at SSRN 2082108, 2014
82014
Mean-variance optimization using forward-looking return estimates
P Bielstein, MX Hanauer
Review of Quantitative Finance and Accounting 52 (3), 815-840, 2019
52019
Synthetic hedge funds
M Fischer, MX Hanauer, R Heigermoser
Review of Financial Economics 29 (1), 12-22, 2016
52016
Does Earnings Growth Drive the Quality Premium?
G Kyosev, MX Hanauer, J Huij, S Lansdorp
Journal of Banking & Finance, 105785, 2020
4*2020
Constructing a powerful profitability factor: International evidence
MX Hanauer, D Huber
Available at SSRN 3234436, 2019
32019
25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen
C Kaserer, MX Hanauer
Perspektiven der Wirtschaftspolitik 18 (2), 98-116, 2017
32017
Risk factors and capital market anomalies
MX Hanauer
Technische Universität München, 2014
32014
What drives the value premium
D Blitz, B van der Grient, M Hanauer
https://www.robeco.com/de/aktuelle-analysen/2014/10/what-drives-the-value …, 2015
22015
Enhanced Momentum Strategies
MX Hanauer, S Windmueller
Available at SSRN 3437919, 2019
12019
Special Situation Fonds
M Fischer, M Hanauer, U Seifert
CORPORATE FINANCE biz 2013 (5), 276 - 284, 2013
12013
Settling the Size Matter
D Blitz, MX Hanauer
Available at SSRN 3686583, 2020
2020
A Comparison of Global Factor Models
MX Hanauer
Available at SSRN 3546295, 2020
2020
Practical Applications of Five Concerns with the Five-Factor Model
D Blitz, MX Hanauer, M Vidojevic, P van Vliet
Practical Applications 6 (4), 1-7, 2019
2019
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Artikelen 1–19