switzerlandde

Factor premium

Reward or extra return for taking risk or exposure to factors.

Factor investing is a way of earning premiums by taking exposure to factors. Robeco wants not only to document certain statistical patterns, but also to find the underlying explanation for these factors. The theory of behavioral finance also provides explanations for factors.

Premiums are often explained as representing compensation for risk, and are referred to as risk premiums. Research - some of which conducted by Robeco - has shown that premiums are not always the result of risk-taking (see explanation of unrewarded risks) and it is therefore better to use the term 'factor premiums'.

Quantitative Investing
Quantitative Investing

Wir sind seit über 25 Jahren führend im Bereich „Quant Investing”.

Mehr
‘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
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 | Einblicke
„Eine ausgeprägte Research-Kultur ermöglicht es einem, seiner Anlagephilosophie treu zu bleiben“
„Eine ausgeprägte Research-Kultur ermöglicht es einem, seiner Anlagephilosophie treu zu bleiben“
Quant Investing ist stark von Teamarbeit geprägt, tatsächlich mehr denn je.
13-05-2022 | Interview