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For optimal efficiency we look at multiple factors

Factor investing

Professional investors are increasingly allocating strategically to factor premiums such as value, momentum quality and low volatility. Numerous studies on empirical asset pricing show that stocks with certain factor characteristics deliver superior risk-adjusted returns. Robeco undertakes ongoing research to understand the sources of factor premiums and how to best implement these for clients.

Highlights

Carry fund marks first anniversary with strong returns
26-09-2016 | Insight | Klaas Smits, Martin Martens, PhD, Shengsheng Zhang
Low Volatility in historical perspective: Fund investing since 1774
21-09-2016 | Research | Jan Sytze Mosselaar, Pim van Vliet, PhD
Honey, how much did you say you paid for these low-vol stocks?
12-09-2016 | Research | Maarten Polfliet, Pim van Vliet, PhD
Conservative Equities in historical perspective: Investment behavior since 1602
18-04-2016 | Research | Jan Sytze Mosselaar, Pim van Vliet, PhD

Factor Investing: Case studies

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Publications

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