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.

Evidence-based investing

This is a form of investing that uses specific academic insights and evidence in constructing investment portfolios.

At the request of the Norwegian Government Pension Fund, Ang, Goetzmann and Schaefer carried out research into investment performance realized in 2009. Interest in factor investing increased further as a result of this study.

Robeco believes in using an academic approach based on empirical evidence to identify and understand factor premiums. Robeco further conducts research into the reasons why factor premiums occur. This academic approach is also evident in the work the company performs
jointly with the academic world and by the range of papers it publishes in academic journals.

Two research papers produced for Robeco by Professors Koedijk, Slager and Stork are examples of this collaboration. The first research paper, ‘Investing in Systematic Factor Premiums' provides mainly academic evidence for the existence of factors. The second, titled ‘Factor Investing in Practice: A Trustees' Guide to Implementation' (2014), takes a more practical approach.

In addition, Robeco organizes public debates on factor investing in cooperation with the academic world. Professors Gruber, Goetzmann and Ang, for instance, have been asked to speak during such debates.

* A. Ang, W.N. Goetzmann, S.M. Schaefer: 'Evaluation of Active Management of the Norwegian Government Pension Fund', 2009.
Share this page:

Subscription Robeco newsletter