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Aktuelle Analysen

Wenn Märkte in Unruhe geraten, halten Quant-Fonds an ihren Faktoren fest
Wenn Märkte in Unruhe geraten, halten Quant-Fonds an ihren Faktoren fest
Als regelbasierte Anleger nutzen Quant-Investoren die menschlichen Reaktionen auf Marktbewegungen.
19-03-2020 | Video
Residualizing Momentum in China
Residualizing Momentum in China
Previous studies have reported weak results for standard Momentum strategies in China.
02-01-2019 | From the field
Strategische Argumente für Factor Investing in Schwellenländern
Strategische Argumente für Factor Investing in Schwellenländern
Faktorprämien findet man an den Aktienmärkten überall auf der Welt – auch in Schwellenländern.
11-10-2018 | Einblicke
Fama-French 5-factor model: five major concerns
Fama-French 5-factor model: five major concerns
In 2015, Nobel prize laureate Eugene Fama and fellow researcher Kenneth French revamped their famous 3-factor model.
27-03-2018 | Research
Fünf Jahre später ist der Trend immer noch ein Freund unseres Momentum-Faktors
Fünf Jahre später ist der Trend immer noch ein Freund unseres Momentum-Faktors
Momentum-Strategien sind normalerweise anfällig für eine Trendumkehr am Markt und hohe Umschlagshäufigkeit.
08-03-2018 | Einblicke
Steuern wir auf einen Bearmarket zu?
Steuern wir auf einen Bearmarket zu?
Dass die Aktienmärkte anscheinend unaufhaltsam auf immer neue Höchststände klettern, wirft bei Anlegern die Frage auf, ob eine Korrektur bevorsteht.
08-12-2017 | Monatsausblick
Der Momentum-Faktor am Futures-Markt
Der Momentum-Faktor am Futures-Markt
Funktionieren Momentum-Investments auch bei Futures?
09-08-2017 | Einblicke
Using credit information for Quant Equity
Using credit information for Quant Equity
02-08-2017 | Research
Der Nutzen multipler Momentum-Signale
Der Nutzen multipler Momentum-Signale
Das Konzept des Momentum stellt nicht nur ein physikalisches Prinzip dar.
18-07-2017 | Research
Core Quant Equity: it's about risk, risk, risk
Core Quant Equity: it's about risk, risk, risk
Risk management plays a central role in our Core Quant strategies.
01-02-2017 | Einblicke
Finding the right set of strategies
Finding the right set of strategies
Allocation to factors has become increasingly popular in recent years, but practical implementation remains a puzzle for many investors.
30-01-2017 | Herausforderung beim Factor Investing
Volatility weighting applied to momentum strategies
Volatility weighting applied to momentum strategies
Volatility weighting is a form of risk management for investment strategies.
13-01-2017 | Research
Dynamic duration management in times of rising yields
Dynamic duration management in times of rising yields
Bond yields have declined to unprecedentedly low levels over the last three decades, resulting in stellar returns but also creating a more challenging outlook for the future.
07-12-2016 | Einblicke
What is factor investing?
What is factor investing?
Although Factor Investing is rapidly gaining popularity, there are still ongoing debates about this concept.
15-09-2016 | Einblicke
Factor investing case studies – the merits of tailor made solutions
Factor investing case studies – the merits of tailor made solutions
Factor investing – the investment strategy that aims to capture 'hidden' returns in financial markets – is rapidly gaining in popularity.
06-07-2016 | Research
Factor Investing with smart beta indices
Factor Investing with smart beta indices
Smart beta indices are a popular way of implementing a factor investing strategy.
06-07-2016 | Research
Do fund flows cause the value and momentum effects?
Do fund flows cause the value and momentum effects?
In this study the authors argue that the value and momentum effects may be the result of fund flows.
05-05-2016 | From the field
Making the most of Momentum
Making the most of Momentum
There is strong evidence that momentum investing works, even though some critics claim that a stock’s past performance can’t be relied on to predict its future returns, and that momentum strategies can involve high turnover and the risk of a trend reversing.
29-03-2016 | Einblicke
Factor Investing in the Corporate Bond Market
Factor Investing in the Corporate Bond Market
We provide empirical evidence that the Size, Low-Risk, Value and Momentum factors have economically meaningful and statistically significant risk-adjusted returns in the corporate bond market.
11-12-2015 | Research
Can mutual funds successfully adopt factor investing strategies?
Can mutual funds successfully adopt factor investing strategies?
To the best of our knowledge, no study has been conducted on the added value of innovative investment strategies that incorporate academic insights.
24-11-2015 | Research
Is rebalancing the source of factor premiums?
Is rebalancing the source of factor premiums?
Some argue that the mere mechanism of rebalancing increases returns, and that this explains the success of factor investment strategies.
14-08-2015 | Research
Balanced exposure to factors in credits
Balanced exposure to factors in credits
Robeco Global Multi-Factor Credits, launched on June 15, 2015, is an innovative fund offering balanced exposure to the Low-Risk, Value, Momentum and Size factors in the credit market.
23-07-2015 | Einblicke
The beauty and the beast of value and momentum investing
The beauty and the beast of value and momentum investing
We usually focus on how to make a good investment strategy even better, but in recent research we looked at how to make it worse.
22-07-2015 | Research
Factor investing works
Factor investing works
Factor investing is in vogue.
06-01-2015 | Research
When factors disagree
When factors disagree
Generic strategies designed to harvest a certain factor premium regularly conflict with other factor premiums.
30-09-2014 | Research
Robeco’s residual momentum: less risky and more sustainable
Robeco’s residual momentum: less risky and more sustainable
Behavioral explanations of momentum suggest that momentum can be caused by overreaction or underreaction.
25-10-2013 | Einblicke
The momentum factor: the basics and Robeco’s solution
The momentum factor: the basics and Robeco’s solution
14-03-2013 | Einblicke
Momentum investing: the next game changer?
Momentum investing: the next game changer?
Investors are increasingly allocating strategically to factor premiums.
14-03-2013 | Einblicke
The added value of factor investing
The added value of factor investing
In this video, Investment Solutions’ Tom Steenkamp discusses Robeco research showing that the traditional small-cap, value, low-volatility and momentum factors not only improve equity portfolio efficiency but also work for credit and commodity portfolios.
16-11-2012 | Video
Residual Equity Momentum for Corporate Bonds
Residual Equity Momentum for Corporate Bonds
It is well documented that equity momentum has predictive power for corporate bond returns.
17-08-2012 | Research
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