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Matthias X. Hanauer
Matthias X. Hanauer
Robeco Asset Management, Technische Universität München (TUM)
Verified email at tum.de - Homepage
Title
Cited by
Cited by
Year
The idiosyncratic momentum anomaly
D Blitz, MX Hanauer, M Vidojevic
International Review of Economics & Finance 69, 932-95, 2020
1002020
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
902015
Is Japan Different? Evidence on Momentum and Market Dynamics
M Hanauer
International Review of Finance 14 (1), 141–160, 2014
672014
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
652018
Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt
M Hanauer, C Kaserer, M Rapp
Betriebswirtschaftliche Forschung & Praxis, 65 (5), pp. 469-492, 2013
65*2013
The cross-section of emerging market stock returns
MX Hanauer, JG Lauterbach
Emerging Markets Review 38, 265-286, 2019
622019
A Comparison of Global Factor Models
MX Hanauer
Available at SSRN 3546295, 2020
422020
Resurrecting the Value Premium
D Blitz, MX Hanauer
The Journal of Portfolio Management 47 (2), 63-81, 2020
382020
Enhanced momentum strategies
MX Hanauer, S Windmüller
Journal of Banking & Finance 148, 106712, 2023
322023
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
242022
Machine learning and the cross-section of emerging market stock returns
MX Hanauer, T Kalsbach
Emerging Markets Review 55, 101022, 2023
212023
Settling the Size Matter
D Blitz, MX Hanauer
The Journal of Portfolio Management 47 (2), 99-112, 2020
162020
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
152023
Does Earnings Growth Drive the Quality Premium?
G Kyosev, MX Hanauer, J Huij, S Lansdorp
Journal of Banking & Finance, 105785, 2020
152020
Mean-variance optimization using forward-looking return estimates
P Bielstein, MX Hanauer
Review of Quantitative Finance and Accounting 52 (3), 815-840, 2019
152019
Synthetic hedge funds
M Fischer, MX Hanauer, R Heigermoser
Review of Financial Economics 29 (1), 12-22, 2016
142016
A New Look at the Fama-French Model: Evidence Based on Expected Returns
M Hanauer, C Jäckel, C Kaserer
Available at SSRN 2082108, 2014
132014
Constructing a powerful profitability factor: International evidence
MX Hanauer, D Huber
Available at SSRN 3234436, 2019
92019
Surprise in short interest
MX Hanauer, P Lesnevski, E Smajlbegovic
Journal of Financial Markets, 100841, 2023
8*2023
The volatility effect in China
D Blitz, MX Hanauer, P van Vliet
Journal of Asset Management 22 (5), 338-349, 2021
82021
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