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Over 25 years of applied quantitative innovation

Quantitative investing

Since 1994, Robeco quant specialists have been successfully running rules-based portfolios. Our proprietary models leverage in-house research to exploit market inefficiencies in equities and fixed income markets.

Highlights

Bargain Hunt: looking for value in global equities
10-05-2016 | Insight | Maarten Polfliet
Low-volatility evidence dating back to 1873
15-02-2016 | Insight | David Blitz, PhD, Pim van Vliet, PhD

Our research team

Research teamMeet our quant research professionals, the brains behind the models.
> Overview

Super Quant internship

Research library

Listing of academic white papers



Publications



Factor Investing: Collected Robeco Articles

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