21-11-2012 · Video

Factor investing: from theory to practice

The theoretical returns of factors such as value, low-volatility and momentum are well documented. But how do you translate them into workable strategies? In this interview, David Blitz, Robeco’s Head of Quantitative Equities Research, explains how investor portfolios can benefit from factor investing.


  • David Blitz - Chief Researcher

    David Blitz

    Chief Researcher