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Quantitative research

In the field of finance, quantitative research can be defined as the use of quantitative data analysis, in particular statistical methods, to study, design and evaluate investment strategies and to build portfolios in a systematic way.

Robeco has been ahead of the pack in quantitative investment approaches from the very beginning. For more than two decades now, we have developed solutions that successfully exploit market inefficiencies in both equity and fixed income markets. Our quantitative research department was formally established in the late 1980s and the first stock selection models were developed in the early 1990s. In 1994, these first models were introduced in the investment process of some of our equity strategies.

Building on the success of these models in practice, in 2002 Robeco launched a fully quantitative equity product line. Robeco currently employs one of the largest teams in Europe dedicated to quantitative investment, consisting of almost 40 researchers and portfolio managers.

Quantitative investing: invisible layers surface to deliver attractive returns
Quantitative investing: invisible layers surface to deliver attractive returns
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Factoring carbon taxes into a Value strategy
Factoring carbon taxes into a Value strategy
Incorporating carbon taxes into a Value strategy at a stock level is equivalent to imposing carbon footprint constraints on the overall portfolio.
22-12-2021 | Research
Research on pre-1926 database reveals equity factors are ‘eternal’
Research on pre-1926 database reveals equity factors are ‘eternal’
New research reveals that equity factor styles have existed and persisted since the mid-19th century.
21-12-2021 | Research
Talk ‘22: ‘Staying the course is crucial’
Talk ‘22: ‘Staying the course is crucial’
Covid-19 has shown us that it is important to stick to our approach, says Wilma de Groot, Co-head of Quant Equity Portfolio Management.
17-12-2021 | Interview