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Insights

What's so cryptic about cryptocurrencies?
What's so cryptic about cryptocurrencies?
Bitcoin could qualify as digital gold, and the blockchain technology behind it has enormous potential, say quant researcher Laurens Swinkels and strategist Peter van der Welle.
13-10-2021 | 5-Year outlook
Some factors are now more equal than others
Some factors are now more equal than others
There is no free lunch when it comes to harvesting factor premiums.
06-10-2021 | 5-Year outlook
What valuations and interest rates tell us about equity factors
What valuations and interest rates tell us about equity factors
Single and multi-factor equity portfolios are currently very attractively valued and factor premiums persist across interest rate cycles.
04-10-2021 | Insight
Factoring climate change into Expected Returns forecasts
Factoring climate change into Expected Returns forecasts
The impact of climate change has been factored into the core forecasts in Expected Returns for the first time in the five-year outlook’s 11-year history.
30-09-2021 | 5-Year outlook
5-year Expected Returns: the Roasting Twenties
5-year Expected Returns: the Roasting Twenties
Things are heating up and our tech optimism is intertwined with that sinking feeling that climate catastrophe is closing in.
29-09-2021 | Insight
Fresh capital has not run dry for unsustainable firms
Fresh capital has not run dry for unsustainable firms
Despite rising interest in sustainable investing, unsustainable companies have faced no obstacles in raising funds in public markets.
11-03-2021 | Research
Comparing pension funds’ ESG policies in the Nordics and the Netherlands
Comparing pension funds’ ESG policies in the Nordics and the Netherlands
Northern European pension funds are at the forefront of the global move towards more sustainable investing.
10-12-2020 | Insight
Filtering out fraud risk in Chinese A-share markets
Filtering out fraud risk in Chinese A-share markets
Chinese equity markets have emerged as one of the big winners following the Covid-19 shock.
26-11-2020 | Yearly outlook
Carbon pricing, asset allocation and climate goals
Carbon pricing, asset allocation and climate goals
Assessing carbon risk in portfolios is a difficult but necessary task for investors.
12-10-2020 | 5-Year outlook
Expected Returns – watch the full show
Expected Returns – watch the full show
Post Covid-19, we will all be entering a ‘brave real world’ with negative interest rates, looming inflation and unprecedented central bank policies.
09-10-2020 | Digital event
Brave real world: the main takeaways from Expected Returns
Brave real world: the main takeaways from Expected Returns
The Covid-19 pandemic has completely changed the world, making it much harder for investors to navigate likely conditions for the major asset classes.
09-10-2020 | Digital event
5-year Expected Returns: Brave real world
5-year Expected Returns: Brave real world
Few would doubt that the Covid-19 pandemic has completely changed the world.
29-09-2020 | 5-Year outlook
Long-term Expected Returns
Long-term Expected Returns
The purpose of this report is to show our long-term return expectations for a wide set of asset classes.
29-09-2020 | 5-Year outlook
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Pension regulations in the Nordic countries and the Netherlands are similar to insurance regulation in the European Union.
11-02-2020 | Insight
Exclusions may simply be transferring a problem
Exclusions may simply be transferring a problem
Do exclusions work?
03-02-2020 | Research
Data sets – historical returns of the market portfolio
Data sets – historical returns of the market portfolio
A research-driven approach is at the core of everything we do.
06-01-2020 | Data sets
Giving China its rightful share in your portfolio
Giving China its rightful share in your portfolio
Chinese stocks are a major new investment opportunity, yet they are under-represented in most portfolios, say Laurens Swinkels and Jaap Hoek.
23-10-2019 | 5-Year outlook
Factor outperformance for more than two centuries
Factor outperformance for more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
12-02-2019 | Research
Solvency II encourages risk-seeking behavior
Solvency II encourages risk-seeking behavior
Solvency II regulation should prevent insurance companies from going bankrupt.
02-10-2017 | Research
The pitfalls of passive in a global multi-asset benchmark
The pitfalls of passive in a global multi-asset benchmark
There is no global benchmark for a multi-asset passive investment fund, so a group of researchers invented one – with surprising results.
20-09-2017 | 5-Year outlook
Momentum in futures market
Momentum in futures market
Does momentum investing work with futures?
09-08-2017 | Insight
The Quality Factor
The Quality Factor
The quality effect is the tendency of high-quality stocks to outperform low-quality ones.
19-07-2017 | From the field
Estimating the equity risk premium
Estimating the equity risk premium
Assessing the equity risk premium (ERP) is an ongoing debate among academics.
28-06-2017 | From the field
Expenses and dividend taxes affect European index fund and ETF returns
Expenses and dividend taxes affect European index fund and ETF returns
European index funds and exchange-traded funds underperform their benchmarks by 50 to 150 basis points per annum.
25-01-2010 | Research
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