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Dive into the mind boggling world of factor investing

Dive into the mind boggling world of factor investing

22-02-2018 | Insight

Factor-based investing has gained considerable traction over the past decade. Concepts such as ‘factor premiums’ or ‘smart beta’ have become popular buzzwords, and now appear frequently in mainstream financial media. Prominent institutional investors have also publicly embraced allocation to well-known factors, like value, momentum or low volatility.

As a pioneer in this field, Robeco has carried out extensive empirical research on the existence of factor premiums as well as on how to implement factor strategies, both in equity and fixed income markets. Strategies are further optimised by applying sustainability criteria that help us to avoid unrewarded risks.

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