germanyde

Factor premium

Reward or extra return for taking risk or exposure to factors.

Factor investing is a way of earning premiums by taking exposure to factors. Robeco wants not only to document certain statistical patterns, but also to find the underlying explanation for these factors. The theory of behavioral finance also provides explanations for factors.

Premiums are often explained as representing compensation for risk, and are referred to as risk premiums. Research - some of which conducted by Robeco - has shown that premiums are not always the result of risk-taking (see explanation of unrewarded risks) and it is therefore better to use the term 'factor premiums'.

Quantitative Investing
Quantitative Investing

Wir sind seit über 25 Jahren führend im Bereich „Quant Investing”.

Mehr
Factoring carbon taxes into a Value strategy
Factoring carbon taxes into a Value strategy
Incorporating carbon taxes into a Value strategy at a stock level is equivalent to imposing carbon footprint constraints on the overall portfolio.
22-12-2021 | Research
Faktorprämien sind ein „ewiges“ Merkmal der Aktienmärkte
Faktorprämien sind ein „ewiges“ Merkmal der Aktienmärkte
Neuen Untersuchungen zufolge gibt es faktororientierte Anlagestile für Aktienanlage bereits seit Mitte des 19.
21-12-2021 | Research
Talk ‘22: „Den Kurs halten, ist entscheidend“
Talk ‘22: „Den Kurs halten, ist entscheidend“
Die Coronavirus-Pandemie hat uns gezeigt, dass es wichtig ist, unserem Ansatz treu zu bleiben, sagt Wilma de Groot, Co-Head of Quant Equity Portfolio Management.
17-12-2021 | Interview