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Aktuelle Analysen

Das EU-Regelwerk zu nachhaltigem Investieren ist visionär, bringt aber auch Herausforderungen mit sich
Das EU-Regelwerk zu nachhaltigem Investieren ist visionär, bringt aber auch Herausforderungen mit sich
Die große Herausforderung liegt im Übergang von der ESG-Integration zu wirkungsorientiertem Investieren.
23-06-2021 | Einblicke
Wir werden uns Fünfjahresziele für den CO2-Emissionsabbau setzen
Wir werden uns Fünfjahresziele für den CO2-Emissionsabbau setzen
Die Dekarbonisierung kommt voran.
22-02-2021 | Interview
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 | Einblicke
Dividendenstarke Aktien sorgen für stabile und hohe Erträge
Dividendenstarke Aktien sorgen für stabile und hohe Erträge
Die Schwankungen von Aktienkursen ziehen oft die gesamte Aufmerksamkeit von Anlegern auf sich, und zwar täglich.
24-04-2018 | Einblicke
The Formula: Maximum drawdown
The Formula: Maximum drawdown
Preservation of capital and a steady performance are important considerations in investing.
02-04-2018 | Einblicke
Tweaking a popular low volatility index
Tweaking a popular low volatility index
Investment solutions based on popular smart beta indices have enjoyed tremendous success.
14-02-2018 | From the field
Investment lessons from the racetrack
Investment lessons from the racetrack
Misperceptions matter.
11-10-2017 | From the field
Low Volatility in historical perspective: Fund investing since 1774
Low Volatility in historical perspective: Fund investing since 1774
As portfolio managers of Robeco Conservative Equities, we want to place our role into a historical perspective and learn from the history of financial markets, and mutual funds in particular.
21-09-2016 | Research
Characteristics of different low-volatility strategies
Characteristics of different low-volatility strategies
A study* by three Blue Sky pension provider researchers (Bastiaan Pluijmers, Imke Hollander and Ramon Tol) together with Dimitris Melas from MSCI compares the characteristics of nine different low-volatility strategies.
17-02-2016 | From the field
Low-volatility anomaly among mutual funds
Low-volatility anomaly among mutual funds
A paper* examines whether the low-volatility anomaly, which has been extensively documented for global equity markets, is also visible in mutual fund returns.
27-03-2015 | From the field
Beauty and the beast of low-volatility investing
Beauty and the beast of low-volatility investing
Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy.
17-02-2015 | Research
Why low-volatility investing is exciting and important
Why low-volatility investing is exciting and important
ForewordLow-volatility investing is a great place for investors and researchers.
12-01-2015 | Research
Low-Volatility Investing: Collected Robeco Articles
Low-Volatility Investing: Collected Robeco Articles
Robeco launches the 2015 Edition of “Low-Volatility Investing” by David Blitz, PhD, Head Robeco Quantitative Equity Research and Pim van Vliet, PhD, Senior Portfolio Manager, Robeco Conservative Equities.
01-01-2015 | Research
Why is there a volatility effect?
Why is there a volatility effect?
Robeco’s David Blitz, Pim van Vliet and author Eric Falkenstein publish their paper ‘Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions’.
30-04-2014 | Research
10 things to know about Conservative Equities
10 things to know about Conservative Equities
Robeco’s Conservative Equities strategies aim for equity returns with lower downside risk.
04-09-2013 | Einblicke
What is driving the growth in low-volatility investing?
What is driving the growth in low-volatility investing?
A long and successful track record, portfolios covering global, developed and emerging markets and a sophisticated quantitative investment process are propelling the take-up of Conservative Equities, says Arlette van Ditshuizen.
18-10-2012 | Einblicke
Enhancing a low-volatility strategy is particularly helpful when generic low volatility is expensive
Enhancing a low-volatility strategy is particularly helpful when generic low volatility is expensive
Frequently the question comes up if low-volatility is ‘expensive’, measured by multiples such as P/E and P/B ratios.
01-06-2012 | Research
Case closed: high volatile stocks have lower returns
Case closed: high volatile stocks have lower returns
Over his long career, Professor Robert Haugen has been an advocate of quantitative investing in general and low-volatility investing in particular.
16-05-2012 | Einblicke
Professor Robert Haugen speaks at Robeco low-volatility investing seminar
Professor Robert Haugen speaks at Robeco low-volatility investing seminar
10-05-2012 | Video
Low-volatility investing: a long-term perspective
Low-volatility investing: a long-term perspective
Over the long-run, risk and return within equity markets are not related.
16-01-2012 | Research
How to benchmark low-volatility strategies
How to benchmark low-volatility strategies
What is the best way to measure the performance of a strategy focused on risk-adjusted return?
14-07-2011 | Research
Ten things you should know about minimum volatility investing
Ten things you should know about minimum volatility investing
Academic evidence shows that low volatility stocks earn high risk-adjusted returns.
01-10-2010 | Einblicke
The volatility effect: lower risk without lower return
The volatility effect: lower risk without lower return
Efficient markets theory has been challenged by the finding that relatively simple investment strategies are found to generate statistically significantly higher returns than the market portfolio.
17-04-2010 | Research
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