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Insights

Short positions do not add value to factor investing strategies
Short positions do not add value to factor investing strategies
Common wisdom among academics and investors has it that factors are best harvested using both long and short positions.
09-12-2019 | Research
Factor investing debates: Could factor premiums disappear?
Factor investing debates: Could factor premiums disappear?
With the increasing adoption of factor investing, one frequently heard criticism is that factor premiums may end up being arbitraged away.
28-11-2019 | Insight
A Low-Risk anomaly also in the crowdlending market
A Low-Risk anomaly also in the crowdlending market
The existence of a low-risk anomaly has been firmly established for stocks and corporate bonds.
27-11-2019 | From the field
Innovation is a crucial way to strengthen our quant offering
Innovation is a crucial way to strengthen our quant offering
Is the emergence of alternative data and artificial intelligence a game changer for quant investors?
25-11-2019 | Insight
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
20-11-2019 | Research
A true long-term perspective on alternative risk premiums
A true long-term perspective on alternative risk premiums
Alternative risk premium (ARP) solutions have shown significant performance dispersion over the past two years.
19-11-2019 | Insight
All factor strategies go through long periods of poor performance
All factor strategies go through long periods of poor performance
Will factor investing continue to thrive?
18-11-2019 | Interview
Uncovering the promises and challenges of factor investing
Uncovering the promises and challenges of factor investing
The shift towards factor investing seems to be pausing for breath.
23-10-2019 | Interview
ETFs have yet to prove that they can beat active funds
ETFs have yet to prove that they can beat active funds
Conventional wisdom has it that exchange-traded funds (ETFs) are an attractive, low-cost alternative to actively managed mutual funds.
07-10-2019 | Research
An empirical test of factors in the unchartered waters of EM credits
An empirical test of factors in the unchartered waters of EM credits
credit markets have seen tremendous growth over the past two decades.
30-09-2019 | Research
CO2 emissions and the pricing of climate risk
CO2 emissions and the pricing of climate risk
Does lower sustainability mean lower returns?
23-09-2019 | From the field
Pension fund chooses maximum sustainability and low tracking error
Pension fund chooses maximum sustainability and low tracking error
Quant meets sustainability.
16-09-2019 | Insight
The Essentials of factor investing
The Essentials of factor investing
Introducing our new learning tool on factor investing.
12-09-2019 | Insight
The active world of passive investing
The active world of passive investing
Thought exchange-traded funds (ETFs) were passive?
11-09-2019 | From the field
Factor investors should be patient and brave
Factor investors should be patient and brave
What’s best, quantitative or fundamental?
05-09-2019 | Interview
Robeco’s Blitz wins award for low volatility article
Robeco’s Blitz wins award for low volatility article
Robeco’s Head of Quant Research has won a prestigious award for an article on hedge funds and the low volatility anomaly.
04-09-2019 | Insight
Applying big data to investment processes
Applying big data to investment processes
“Jacob Buitelaar is co-head of equity portfolio engineering & trading team at Robeco, based in Rotterdam.
30-08-2019 | Interview
Short-term factor momentum
Short-term factor momentum
The evidence for the existence of various factor premiums is strong.
21-08-2019 | From the field
We’re developing factor-based alternatives to passive fixed income
We’re developing factor-based alternatives to passive fixed income
Quantitative investing in fixed income markets has slowly but surely gained traction in recent years.
21-08-2019 | Insight
A backtesting protocol in the era of machine learning
A backtesting protocol in the era of machine learning
Is machine learning really a game changer for finance?
08-08-2019 | From the field
Anno Domini: the best reads of 2019
Anno Domini: the best reads of 2019
What were the best-read stories on Robeco’s main website this year?
26-07-2019 | Insight
Seasonal patterns in individual stock returns
Seasonal patterns in individual stock returns
New insights on monthly stock return patterns.
10-07-2019 | From the field
Robeco Quarterly July 2019
Robeco Quarterly July 2019
The 12th edition of Robeco Quarterly – our quant, sustainability and research magazine – is now available.
04-07-2019 | Magazine
Factor-based sustainable multi-asset solutions for insurers
Factor-based sustainable multi-asset solutions for insurers
Multi-asset products may be popular, particularly among insurers.
03-07-2019 | Insight
‘Combining quant and SI yields cost-effective solutions’
‘Combining quant and SI yields cost-effective solutions’
In our latest podcast, Core Quant portfolio manager Machiel Zwanenburg discusses the need for sustainability building blocks to suit different client needs.
28-06-2019 | Podcast
Media spotlight does not drive the Volatility effect in equities
Media spotlight does not drive the Volatility effect in equities
Investors’ appetite for stocks frequently mentioned in the news is often raised to explain the Volatility effect.
26-06-2019 | Research
Strong hands needed to unlock the potential of factor investing
Strong hands needed to unlock the potential of factor investing
The average investor is not good at timing.
19-06-2019 | Insight
The characteristics of factor investing
The characteristics of factor investing
To make the most of factor investing, understanding how factors work and interact is key.
14-06-2019 | Research
Were markets efficient, past prices should not tell anything about the future
Were markets efficient, past prices should not tell anything about the future
What exactly drives factor premiums?
12-06-2019 | Insight
Factor investing works for bond portfolios, too
Factor investing works for bond portfolios, too
Bond portfolios with significant exposure to the value, momentum and low risk factors generate returns that consistently outperform the index.
04-06-2019 | Insight
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