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Conservative Equities is not per se looking for the portfolio with the minimum volatility, says Jan Sytze Mosselaar in a video interviews during the Pan-European Congres in Rome. Watch the video…
Today low-volatility investing is gaining a broader acceptance within academic circles and among investors.
Robeco has extensively researched this stock market anomaly and has successfully exploited these insights for our clients since 2006.
In this video interview, Jan Sytze Mosselaar, portfolio manager quantitative equities at Robeco, explains why he prefers ranking stocks based on several factors over using a mean-variance optimization process.
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