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Insights

Restoring the battered Value factor in equities
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020 | Insight
Podcast: ‘The pressure on value investors is almost unbearable’
Podcast: ‘The pressure on value investors is almost unbearable’
Value has underperformed growth in the large-cap space by 43% in the past year.
28-09-2020 | Podcast
Settling the Size matter in equities
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020 | Research
Will Value survive the quant winter?
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | Insight
Green signs, value and grandmother’s cupboard
Green signs, value and grandmother’s cupboard
As investors, we never stop learning.
20-07-2020 | Insight
Factor investing debates: Should sustainability be considered a factor?
Factor investing debates: Should sustainability be considered a factor?
Factor investing and sustainability can make a good combination.
20-07-2020 | Insight
Gradually preparing for a rotation
Gradually preparing for a rotation
In our last quarterly, we expected markets of countries resuming economic activity earlier than others to fare better.
17-07-2020 | Insight
Podcast: Our man in Hong Kong
Podcast: Our man in Hong Kong
Arnout van Rijn has been investing in Asia for 25 years; for more than half of this time, he has lived in Hong Kong.
08-07-2020 | Podcast
New study reveals: you can predict when interest rates will rise
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | Insight
Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
Factor investing debates: Should you time your factor exposures?
Factor investing debates: Should you time your factor exposures?
The debate on whether investors should tactically time their factor exposures is almost as old as the discovery of factors.
22-06-2020 | Insight
Defining Quality: separating the wheat from the chaff
Defining Quality: separating the wheat from the chaff
Quality is a commonly accepted equity factor.
18-06-2020 | Research
Sustainable investing in equilibrium
Sustainable investing in equilibrium
This is a theoretical paper which investigates what happens if some investors care about ESG, while others do not, or care less.
10-06-2020 | From the field
Reducing the carbon intensity of multi-factor credits strategies
Reducing the carbon intensity of multi-factor credits strategies
Quantitative investment strategies lend themselves well to integrating secondary objectives, such as reducing carbon intensity.
27-05-2020 | Insight
Solving the sustainable investment dilemma
Solving the sustainable investment dilemma
Combining quant and sustainable investing efficiently requires expertise.
25-05-2020 | Interview
Value ain’t dead
Value ain’t dead
Value stocks have underperformed growth stocks over the past decade.
20-05-2020 | From the field
Podcast: Some factors are more equal than others
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | Podcast
Factor investing: will the benefit of having a small and mid-cap tilt return?
Factor investing: will the benefit of having a small and mid-cap tilt return?
The March 2020 market sell-off hit small and mid-caps stocks especially hard.
11-05-2020 | Insight
Now more than ever, it’s time to think outside the Fama-French factor box
Now more than ever, it’s time to think outside the Fama-French factor box
2010-2019 was a lost decade for the Fama-French factors.
28-04-2020 | Research
Appraising home bias exposure
Appraising home bias exposure
The home market bias is one of the clearest examples of behavioral biases among investors.
22-04-2020 | From the field
Equity styles and the Spanish flu
Equity styles and the Spanish flu
Covid-19 first appeared at the start of December 2019.
02-04-2020 | Insight
How to navigate the equity ‘factor zoo’
How to navigate the equity ‘factor zoo’
The number of equity factors reported in the academic literature has exploded.
27-03-2020 | Research
Enhanced indexing solutions for insurers
Enhanced indexing solutions for insurers
Over the past decade, investors have operated a massive shift from actively managed strategies into passive ones.
26-03-2020 | Insight
When markets get tough, quant funds stick with their factors
When markets get tough, quant funds stick with their factors
As rules-based investors, quant investors exploit human reactions to market movements.
19-03-2020 | Video
A review of 20 years of academic literature on mutual funds
A review of 20 years of academic literature on mutual funds
How skilled are asset managers?
19-03-2020 | From the field
Simplistic factor models may get arbitraged out of existence
Simplistic factor models may get arbitraged out of existence
Which financial innovations will investors remember 20 years from now?
26-02-2020 | Interview
Bringing the quant research and the production data together
Bringing the quant research and the production data together
Researching, designing and implementing top-notch quantitative investment strategies requires good data sources.
24-02-2020 | Insight
Adjusting the Value factor for intangibles
Adjusting the Value factor for intangibles
The standard academic definition for the Value factor is the ratio of book-value-to market-value (B/M).
19-02-2020 | From the field
Harvesting factor premiums across global bond markets
Harvesting factor premiums across global bond markets
Robeco has combined the latest innovation in quantitative research with its long-standing expertise in credits factor investing.
18-02-2020 | Insight
Factor investing debates: Are fees the most important variable in product selection?
Factor investing debates: Are fees the most important variable in product selection?
To choose a product, investors tend to rely on a few easy-to-grasp variables, like recent performance and, increasingly, fees.
14-02-2020 | Insight
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