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Insights

Robeco turns 90 in a fast-changing fund industry
Robeco turns 90 in a fast-changing fund industry
This 4 December, Robeco celebrates its 90th anniversary.
04-12-2019 | Insight
Conservative Equities: strong risk reduction despite the recent value drag
Conservative Equities: strong risk reduction despite the recent value drag
Despite inevitable hiccups, Conservative Equities’ track record shows our approach adds value.
02-12-2019 | 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
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
Data sets – Volatility-sorted portfolios
Data sets – Volatility-sorted portfolios
This dataset file contains two volatility-sorted datasets going back to 1929.
02-07-2019 | Data sets
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
Good shepherds do not succumb to herding behavior
Good shepherds do not succumb to herding behavior
Thought crowds were wise?
19-06-2019 | From the field
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
Guide to low volatility investing
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | Insight
Looking for defensive European stocks? Follow the guide...
Looking for defensive European stocks? Follow the guide...
In order to thrive, quant strategies do not necessarily have to be black boxes.
28-05-2019 | Insight
Are mutual funds on the other side of the low volatility trade?
Are mutual funds on the other side of the low volatility trade?
This new research helps to explain the existence of the low volatility anomaly.
03-04-2019 | From the field
The long-run value of Conservative Equities
The long-run value of Conservative Equities
Should low volatility investing just be about minimizing volatility?
01-03-2019 | Research
Implementing quant strategies in EM the smart way
Implementing quant strategies in EM the smart way
Quantitative stock selection models work as well in emerging markets (EM) as they do in developed ones (DM).
25-02-2019 | Insight
Low risk in China
Low risk in China
Does low-risk investing work with A-shares?
13-02-2019 | From the field
 ‘We want to learn from centuries of investment history’
‘We want to learn from centuries of investment history’
Rules-based investing can be very transparent.
23-11-2018 | Insight
Breaking away from market-cap weighting is really important
Breaking away from market-cap weighting is really important
Mebane – or ‘Meb’ as he is known – Faber is co-founder and chief investment officer of Cambria Investment Management.
19-11-2018 | Interview
Diverging fortunes for low-risk stocks as EM and DM decouple
Diverging fortunes for low-risk stocks as EM and DM decouple
So far, 2018 has been marked by a clear decoupling of emerging and developed equity markets.
23-10-2018 | Insight
Using crowdsourced employer reviews to select stocks
Using crowdsourced employer reviews to select stocks
Can crowdsourced data help investors take better decisions?
28-09-2018 | From the field
Fama-French 5-factor model: why more is not always better
Fama-French 5-factor model: why more is not always better
Fama and French have expanded their original 3-factor model by adding two factors.
15-09-2018 | Insight
Selecting managers based on their past performance
Selecting managers based on their past performance
Is past performance of any use for investors?
28-08-2018 | From the field
Upside down world in this late-cycle bull market
Upside down world in this late-cycle bull market
The past two years have been characterized by unusually high equity returns and low volatility.
20-08-2018 | Insight
Volatility lessons
Volatility lessons
In this paper Eugene Fama and Kenneth French look at the importance of volatility over longer investment horizons.
01-08-2018 | From the field
 Risky CAPE ratios? Keep calm and reduce downside risk
Risky CAPE ratios? Keep calm and reduce downside risk
High CAPE ratio levels do not signify an imminent end to the bull market.
27-07-2018 | Insight
The value of visibility
The value of visibility
This paper analyzes the relation between firm visibility and stock returns.
04-07-2018 | From the field
Big data & AI pose challenges for quant investors
Big data & AI pose challenges for quant investors
The advent of big data and artificial intelligence (AI) has emerged as a major game-changer for the financial industry.
03-07-2018 | Insight
Achieving your investment goals with factors: improve diversification
Achieving your investment goals with factors: improve diversification
Factor-based strategies can help investors build better diversified portfolios.
28-06-2018 | Insight
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