By continuing on this site you have agreed to cookies being placed and accessed by this website. More information and adjusting cookie settings.

Robeco uses cookies to analyze your visit to this site, to share information via social media and to personalize the site and advertisements in line with your own preferences. By clicking on agree or by continuing on this site, you agree to the above. More information and adjusting cookie settings.

AGREE

Robeco uses cookies to analyze your visit to this site, to share information via social media and to personalize the site and advertisements in line with your own preferences. By clicking on agree or by continuing on this site, you agree to the above. More information and adjusting cookie settings.

AGREE

By continuing on this site you have agreed to cookies being placed and accessed by this website. More information and adjusting cookie settings.

Developed markets quantitative equities

Our quant equity strategies exploit investment anomalies in a balanced way. We focus on eliminating unrewarded risks from investment processes. Our research over the past five years has led to the customization of classic factor strategies. Environmental, social and governance factors were integrated into our quantitative equity strategies in 2010.

Enhanced Indexing strategy benefits from RobecoSAM scores

15-05-2014 | Insight | Bart Van der Grient, Michael Strating, Wilma de Groot, CFA In 2010, the RobecoSAM sustainability scores were integrated in the stock selection model which is the performance driver of Robeco’s Enhanced Indexing strategy. Research shows that his has contributed to the strategy’s strong performance since then.

Short-term residual reversal

17-08-2011 | Research | David Blitz, PhD, Joop Huij, PhD, Marno Verbeek, Simon D. Lansdorp

A short-term reversal strategy based on residual momentum reduces exposure to systematic factors and results in lower risk and better returns than a conventional momentum strategy.

Another look at trading costs and short-term reversal profits

01-07-2011 | Research | Joop Huij, PhD, Wilma de Groot, CFA

By avoiding illiquid stocks and switching to slightly more sophisticated buying and selling rules, the short-term reversal effect can add more value to stock selection models than typically shown in academic literature.

Is the value premium really compensation for distress risk?

13-05-2011 | Research | Joop Huij, PhD, Wilma de Groot, CFA This comprehensive investigation of the relation between the value anomaly and distress risk finds that value stocks are not cheaper than growth stocks due to the risk of financial distress.

Taking biases out of earnings revisions

08-10-2010 | Research | Joop Huij, PhD New research from Robeco identifies and corrects for biases in analyst earnings revisions.
Share this page:

Experts in this field

David Blitz, PhD
Head Quantitative Equities Research


Quant developed markets strategies