chinazh
低波幅股票

低波幅股票

以获奖研究为基础,积极投资于低波幅股票

要点:

  • 以获奖研究为基础的主动型低波幅股票投资方法
  • 精选绝对风险低、破产风险小而上涨潜力大的股票

投资理念

荷宝的量化投资策略基于以下理念:

以实证数据为基础。识别出最有效之风险收益特征的因子。研究过程涵盖在不同市场的长时间经验验证。

以理解实证数据背后之经济、市场原由为依托。我们希望超越统计数据的形态,探究这些因子背后的经济动力,同时回避无效益的风险。

构建有效及审慎的投资组合。投资组合透明度高,易于理解说明,避免不必要的交易成本,并整合环境、社会责任和公司治理(ESG)因素。

投资过程

低波幅股票策略投资于全球的低波幅股票。

选股是推动我们的策略表现的最主要驱动因素。所有投资决策均根据选股模型作出,以明智方式捕捉低风险的异常现象,此模型的目标是维护股票资本,同时改善投资组合的风险回报状况。

联系我们

如果您想了解更多关于此策略的详情,请联系我们。

联系方式

其他

Disclaimer

The information contained in the website is solely intended for professional investors. Some funds shown on this website fall outside the scope of the Dutch Act on the Financial Supervision (Wet op het financieel toezicht) and therefore do not (need to) have a license from the Authority for the Financial Markets (AFM).

The funds shown on this website may not be available in your country. Please select your country website (top right corner) to view the products that are available in your country.

Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

Please confirm that you are a professional investor and/or institutional investor and that you have read, understood and accept the terms of use for this website.

I Disagree