Hier finden Sie einen Überblick aller Themen, die in den letzten Jahren bei unserem KnowledgeCenter vorgestellt wurden.


Programm vom 11. KnowledgeCenter am 13. September 2018

Enhance: Efficiently harvesting the equity market premium
Dr. Wilma de Groot, Head of Core Quant Equities, Robeco

Factor Investing: Implementierung in der institutionellen Kapitalanlage
Ulf Schad, Geschäftsführer, dichtl research & consulting

Multi-Asset, Multi Factor: A six factor approach combined with sustainability
Thibault Lair, Senior Portfolio Manager, Robeco

Factor Scan: Managerselektion und Portfoliosteuerung aus Kundensicht
Dr. Marc-Gregor Czaja, Global Head of Equities, Allianz Investment Management (AIM)

Continuous progress: An overview of the recent key findings of factor investing research
Dr. David Blitz, Head of Equity Research, Robeco

Digitale, individualisierte Vermögensverwaltung: die Zukunft des Asset Managements?
Stefan Füger, Director Partner Relationships, Elinvar


Programm vom 10. KnowledgeCenter am 28. September 2017

Anomalies Across the Globe: Once Public, No Longer Existent?
Prof. Dr. Sebastian Müller, Behavioral Finance Group, Universität Heilbronn

Are ETFs and Hedge Funds Harvesting Factor Premiums?
Dr. David Blitz, Head of Quantitative Equity Research, Robeco

On Construction Low Volatility Indices – Understanding Low Vol Strategies
Dr. Mehdi Alighanbari, New Product Research, MSCI

Total Cost of Ownership of ETFs
Dr. Gabriel Layes, Managing Director, Institut für Vermögensaufbau

How to Build a Bespoke Beta: Dos and Don’ts – Overlay & ESG
Wilma de Groot, Portfolio Manager - Quantitative Equities, Robeco

Conservative Investing in a Solvency Framework: Economic and Regulatory Risk
Dr. Laurens Swinkels, Senior Researcher, Robeco


Programm vom 9. KnowledgeCenter am 22. September 2016

Active share - Is the era of index hugging behind us? Strategic beta ETFs - Navigating in an increasingly complex market
Matias Möttölä, CFA, Senior Manager Research Analyst, Morningstar

Factor Investing with Smart Beta Indices - pitfalls like front-running
Dr. David Blitz, Head of Equity Research, Robeco

A Case Study: Implementing Factor Investing in Multi Manager Portfolios
Freddy van Mulligen, External Manager Selection, Achmea Investment Management (Facetime)

Reflections on low vol - tail risks and be cautious with correlations
Jan Sytze Mosselaar, Portfolio Manager Conservative Equities, Robeco

Expected returns 2017-2021 - what are the alternatives ?
Lukas Daalder, CIO Investment Solutions, Robeco

Low interest rate environment - duration, carry & credit risks
Dr. Martin Martens, Head of Quant Allocation, Robeco


Programm vom 8. KnowledgeCenter am 17. September 2015

Enhancing a passive approach - Passive Indexing or Enhanced Indexing!
Dr. David Blitz, Head Robeco Quantitative Equity Research

Warren Buffet and the Quality Investing - the new factor?
Dr. Matthias Hanauer, Researcher Factor Investing, Robeco

How to use factor strategies in portfolios for private clients?
Dr. Andreas Beck, Gründer des Institutes für Vermögensaufbau

How to time the factors in a portfolio?
Daniel Haas, Investment Strategist, Meyer & Cie. Allokationsberatung GmbH

Using smart beta & factor investing - An implementation case
Han Dieperink, CIO Retail & Private Banking, Rabobank

Multi-Factor Credits strategy –capturing factor premiums in corporate bonds
Dr. Patrick Houweling, Senior Researcher & Portfolio Manager Quantitative, Robeco

Liquid alternatives: Diversified Carry Strategy
Dr. Martin Martens, Head of Quantitative Rates and FX Research


Programm vom 7. KnowledgeCenter am 18. September 2014

Lessons learned; from assessing factors to implementation
Dr. Pim van Vliet, Portfolio Manager, Robeco Quantitative Equity

What drives the value premium? – Active Value Investing
Maarten Polfliet, Portfolio Manager, Robeco Quantitative Equity

Multi‐Faktor Index Allokationen in institutionellen Portfolios
David J. Mark, Executive Director, MSCI

Factor Exposures Monitor & how to price factor investing funds?
Dr. Joop Huij, Senior Researcher, Robeco Quantitative Strategies

Factor Investing pioneer PGGM: Implementation - whether and how?
Mark Voermans, ‎Senior Strategist, PGGM Investments

Factor Premiums in Credits - do they exist?
Dr. Patrick Houweling, Senior Researcher, Robeco Quantitative Strategies


Programm vom 6. KnowledgeCenter am 19. September 2013

Factor Based Investing – A progress Report
Prof. Dr. Stork – VU University of Amsterdam

The Norway vs Yale Models – Market Efficiency & Market Breadth in practice
Dr. Joop Huij, Senior Researcher, Robeco Quantitative Strategies

Finding Alpha with Active Managers
Joseph F. Feeney, Jr., CFA, Co-CEO and CIO, Robeco Boston Partners (RIM)

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
Daniel Haesen, Senior Researcher Quantitative Strategies, Investment Solutions and Research

The Nature and Predictability of Corporate Bonds Returns – Credit Beta
Dr. Patrick Houweling, Senior Researcher, Robeco Quantitative Strategies


Programm vom 5. KnowledgeCenter am 20. September 2012

Factor premiums and smart beta: a new way of investing?
Dr. Laurens Swinkels, Portfolio Strategy, Robeco Investment Solutions & Research

Residual Momentum – how to exploit an efficient momentum strategy?
Simon Lansdorp, Senior Researcher, Robeco Quantitative Strategies

ESG-impact on Credit Risk and how effective is shareholder engagement?
Prof. Dr. Rob Bauer, School of Business and Economics; University of Maastricht

Low risk anomaly in the credit market (conservative credits)
Dr. Patrick Houweling, Senior Researcher, Robeco Quantitative Strategies

How important is duration management in emerging markets?
Johan Duyvesteyn, Senior Researcher, Robeco Quantitative Strategies


Programm vom 4. KnowledgeCenter am 29. September 2011

Begrüßung -The effects of the credit and sovereign debt crisis on our investments
Dr. Pim van Vliet, Portfoliomanager Robeco Quantitative Strategies

Not active, not passive, but selective
Dr. Joop Huij, Senior Researcher, Robeco Quantitative Strategies

Is default risk behind the value premium?
Wilma de Groot, Senior Researcher, Robeco Quantitative Strategies

Corporate Bond ETFs & the size premium
Dr. Patrick Houweling, Senior Researcher, Robeco Quantitative Strategies

The EMU debt crisis: What’s next?
Prof. Casper de Vries, Professor of Monetary Economics, Erasmus University Rotterdam


Programm vom 3. KnowledgeCenter am 26. Oktober 2010

Analysis of the currency moves, Euro as a risky currency and the risk of inflation
Michel Stubbe, Head of Markt Operations Analysis – European Central Bank

Inflation hedging with real assets - direct or indirect hedges
Laurens Swinkels, PhD | Senior Researcher | Robeco Quantitative Strategies and Assistant Professor of Finance, Erasmus University

Tighter agri commodity markets and profitable investing
Cyrille Filott, European Head of Food & Agribusiness Research & Advisory; Rabobank

Hoch to benefit from mega changes and trends? Developed or Emerging Markets -US: Will the us market continue to take the lead?
Zach Lauckhardt, US Specialist, Boston Partners

India: An opportunity with demographic advantages and the best of both worlds
Nimesh Chandan - Senior Fund Manager, Robeco Canara


Programm vom 2. KnowledgeCenter am 16. September 2009

How to model Fixed Income in volatile markets?
Dr. Martin Martens,Co-Head Quantitative Strategies, Robeco Rotterdam

Exploiting Trends in Financial and Commodities Markets
André P. Honig, Executive Director, Transtrend

Low Volatility Investing
Dr. Pim van Vliet, Senior Quantitative Researcher, Robeco Rotterdam

Emerging Markets: How to select Asset Managers that outperform
Dr. Joop Huij, Senior Quantitative Researcher, Robeco Rotterdam


Programm vom 1. KnowledgeCenter am 09. September 2008

Trends und Perspektiven im quantitativen Asset Management
Ingo Ahrens, Geschäftsführer Robeco Deutschland

Quantitative investing techniques: is the market a victim of its own success? Quantitative investing after August 2007: will it ever be the same again? Some lessons from 2007
David Blitz, Head Quantitative Equity Research, Robeco

Behavioural Finance - Deal Or No Deal
Prof. Dr. Martijn J. van den Assem, Assistant Professor of Finance, Erasmus University

Innovations in Quant Investing - Market neutral and Alpha Extension
Juan Pang, Researcher - Innovative Quant Equity Strategies Specialist, Robeco

New product: High Income Forex, receive the highest deposit rates worldwide and limit the risk-New alpha source: Investing in equity volatility
Dr. Martin Martens, Head Quantitative Rates and FX Research, Robeco



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