chinazh
低波幅多元资产类别

低波幅多元资产类别

这一多元资产策略基于平衡收益和防御性风险为准则

要点:

  • 在低风险投资和资产配置方面形成了行之有效的系统方法
  • 通过动态调整投资组合仓位,可以中和股票风险,并免受利率上升的影响
  • 根据“通过减少跌幅增加回报”的原则实现收益与防御性风险的平衡

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,易于解释说明。我们避免增加不必要的交易成本,从而增加回报并实现低换手率。

关注官方微信
QR code Wechat

投资过程

该策略利用了荷宝在系统性低风险投资和资产配置方面积累的丰富专业经验。由于该策略的核心投资组合为低波幅股票和低波幅债券,因此可以平衡投资回报和防御性风险。投资组合完全实现了动态仓位调整,能够利用资产类别内部和资产类别之间的机会,同时仍然注重降低整个投资组合的下行风险。动态配置使投资组合能够中和熊市中的股票贝塔风险敞口,无论收益率上升还是下降均可受益。

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
Subjects related to this strategy are:

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