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.

What is the best approach to factor investing?

03-09-2013 | Insight | Joop Huij, PhD Factor investing is gaining ground. In a special whitepaper “an introduction to factor investing” Robeco explains what it is and how to set up your investment portfolios accordingly.

Factor investing is a new, alternative way of strategically allocating to the most attractive segments (factor premiums) of the market. In the case of equity investors, this could be, for instance, the low-volatility segment, the value segment or the momentum segment.
 
Furthermore, the whitepaper explains the specific use of academic insights in constructing investment portfolios. The strategy fits into Robeco’s approach to evidence-based investing.
 
A report commissioned by the Norwegian petroleum fund explicitly recommended factor investing. The researchers advised the fund to construct its investment portfolio in such a way that it is allocated towards factor premiums.

Share this page: