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Ten years of successful factor investing in credit markets
Ten years of successful factor investing in credit markets
A decade of live track-records shows that our factor-based credit investing approach delivers improved risk-adjusted returns compared to the market.
30-06-2022 | Visie
Quant chart: Cornered by Big Oil
Quant chart: Cornered by Big Oil
Positive year-to-date returns from oil stocks are bucking the trend given the S&P 500 Index has slid into bear market territory.
29-06-2022 | Visie
Risico op crash van aandelen voorspellen met machine learning
Risico op crash van aandelen voorspellen met machine learning
Met technieken voor machine learning kunnen niet-lineaire relaties tussen verschillende variabelen worden blootgelegd.
15-06-2022 | Visie
‘Factors are still the foundation of financial markets’
‘Factors are still the foundation of financial markets’
New data sources and techniques can help us to better understand factors.
08-06-2022 | Interview
Quality: de onderwaardering van goed geleide bedrijven
Quality: de onderwaardering van goed geleide bedrijven
Hardnekkige menselijke fouten bij het opstellen van winstverwachtingen voor bedrijven liggen ten grondslag aan de kwaliteitspremie.
01-06-2022 | Visie
Beyond Fama-French: alpha from short-term signals
Beyond Fama-French: alpha from short-term signals
Positive net alpha from established short-term signals can be harvested practically by investors.
31-05-2022 | Research
Conservatief beleggen doorstaat de tand des tijds
Conservatief beleggen doorstaat de tand des tijds
Conservatief beleggen (ook wel defensief of risicomijdend beleggen) draait om winnen door minder te verliezen.
23-05-2022 | Visie
‘I have always tried to make sense of human behavior’
‘I have always tried to make sense of human behavior’
People’s normal wants, even more than their cognitive and emotional shortcuts and errors, underlie answers to important questions of finance.
19-05-2022 | Interview
Navigating bond markets in times of stagflation
Navigating bond markets in times of stagflation
High inflation and central bank tightening are already leading to rising yields and negative bond returns.
18-05-2022 | Visie
Indices insights: Is duurzaamheidsintegratie van invloed op factorpremies?
Indices insights: Is duurzaamheidsintegratie van invloed op factorpremies?
In dit artikel in de reeks ‘Indices insights’ analyseren we de impact van duurzaamheidsintegratie op factorpremies.
17-05-2022 | Visie
Quant chart: Value accelerates to strongest start in decades
Quant chart: Value accelerates to strongest start in decades
Value has achieved the best start to a calendar year in over 35 years.
16-05-2022 | Visie
‘A strong research culture enables you to stay true to your investment philosophy’
‘A strong research culture enables you to stay true to your investment philosophy’
Quant investing is very much a team sport, in fact more so than ever.
13-05-2022 | Interview
Quant chart: Meme stock frenzy confirms short-selling signal
Quant chart: Meme stock frenzy confirms short-selling signal
After more than a year following the short squeeze in so-called meme stocks, the informational advantage of short-selling data resurfaces.
29-04-2022 | Visie
Data sets – factor investing in corporate bonds
Data sets – factor investing in corporate bonds
A research-driven approach is at the core of everything we do.
29-04-2022 | Data sets
PodcastXL: Hoe we de enorme korting van opkomende markten moeten interpreteren
PodcastXL: Hoe we de enorme korting van opkomende markten moeten interpreteren
Opkomende markten lijken extreem goedkoop.
01-04-2022 | Podcast
Podcast: Equity factors are even older than we thought
Podcast: Equity factors are even older than we thought
New Robeco research confirms that investors’ behavioral biases have been around since the days of the American Wild West.
21-03-2022 | Podcast
Fama-French 5-factormodel: waarom meer niet altijd beter is
Fama-French 5-factormodel: waarom meer niet altijd beter is
Fama en French hebben hun oorspronkelijke 3-factormodel uitgebreid met twee nieuwe factoren: investment en profitability.
10-03-2022 | Visie
Value could outperform for five years or more
Value could outperform for five years or more
The resurgent Value style could bring market-beating returns for the next five years and beyond as interest rates rise, Robeco’s Value experts say.
09-03-2022 | Visie
Shrunk betas can fortify Low-risk portfolios
Shrunk betas can fortify Low-risk portfolios
Research shows that beta forecasts are improved by shrinking correlations more than relative volatilities.
17-02-2022 | Research
‘The main goal was to test for equity factors using an out-of-sample dataset’
‘The main goal was to test for equity factors using an out-of-sample dataset’
Creating novel databases for out-of-sample testing adds real value as people seldom take the time to perform such a task.
16-02-2022 | Interview
Menselijke instincten veroorzaken waardepremie
Menselijke instincten veroorzaken waardepremie
Bedrijven met een geweldig groeiverhaal kunnen beleggers lokken, terwijl bedrijven met weinig publiciteit ze juist kunnen afschrikken.
04-02-2022 | Visie
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: 'Op koers blijven is cruciaal'
Talk ‘22: 'Op koers blijven is cruciaal'
Covid-19 heeft ons geleerd dat het belangrijk is om vast te houden aan je aanpak, zegt Wilma de Groot, co-hoofd van Quant Equity Portfolio Management.
17-12-2021 | Interview
Shielding factor portfolios from credit downgrades and defaults
Shielding factor portfolios from credit downgrades and defaults
Gaining more by losing less in multi-factor credit strategies.
30-11-2021 | Visie
'Investors can benefit from the use of sustainability data'
'Investors can benefit from the use of sustainability data'
Innovative developments in the area of sustainability data can uncover new ways of assessing opportunities and risks.
23-11-2021 | Interview
‘Alternative datasets can help predict future returns’
‘Alternative datasets can help predict future returns’
Big data can unlock a gold mine of information on investor behavior.
16-11-2021 | Interview
Low Volatility tart de financiële grondbeginselen van risico en rendement
Low Volatility tart de financiële grondbeginselen van risico en rendement
In tegenstelling tot wat vaak wordt gedacht, leveren risicovollere beleggingen niet per se een hoger rendement op.
12-11-2021 | Visie
Risky CAPE: Is there an alternative?
Risky CAPE: Is there an alternative?
The prospect of rising real yields could accentuate the elevated nature of equity market valuations.
01-11-2021 | Visie
The quant cycle
The quant cycle
Equity factors follow their own sentiment-driven cycle that cannot be explained by traditional business cycle indicators.
19-10-2021 | Research
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