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Quantitative Investing Glossary

Active management Anomaly Behavioral finance Capital Asset Pricing Model Data mining Diversification over factors

Downside risk Efficient (advanced) approach Enhanced indexing Evidence-based investing Factor investing Factor premium

Factor optimization approach Factor-tilt approach Gradient descent LASSO regression Low volatility anomaly Low volatility ETF

Low volatility factor Low volatility strategies Momentum factor Monitoring factor exposure Multi-factor model

Norwegian Government Pension Fund Passive investing Quality-factor Quantitative research Random forest

Risk due diligence approach Risk factor Shapley values Sharpe ratio Size factor

Smart beta or alternative beta Systematic approach Traditional versus factor allocation Unrewarded risks Value factor

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Sustainable Investing Quantitative Investing Fixed income

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Robeco is an international asset manager offering an extensive range of active investments, from equities to bonds.

Robeco aims to enable its clients to achieve their financial and sustainability goals by providing superior investment returns and solutions.

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Important information: This website is prepared and issued in Australia by Robeco Hong Kong Limited (ARBN 156 512 659) (‘Robeco’) which is exempt from the requirement to hold an Australian financial services licence under the Corporations Act 2001 (Cth) pursuant to ASIC Class Order 03/1103. Robeco is regulated by the Securities and Futures Commission under the laws of Hong Kong and those laws may differ from Australian laws. The information on this web page is provided to you because Robeco reasonably believes that you are a "wholesale client" within the meaning of that term under section 761G(4) of the Corporations Act 2001 (Cth) ("Corporations Act") and not any other class of persons. This information is not an advertisement and is not intended to induce retail clients to acquire Robeco products. Retail clients who are interested in Robeco products should contact their financial adviser.