Robeco, The Investments Engineers
Singapore
International
Asia-Pacific
Australia
上海 (CN)
Hong Kong (EN)
香港 (ZH)
日本 (JP)
Singapore
Americas
América Latina (ES)
Latin America (EN)
United States
Africa & Middle East
Africa
Middle East
Europe
Belgique (FR)
België (NL)
Deutschland
España
France
Italia
Nederland
Schweiz (DE)
Switzerland (EN)
United Kingdom
Other countries
blue circle
Robeco, The Investments Engineers
  • Insights
    • Latest
    • Top stories
    • Market view & outlook
    • Education
    • Webinars
  • Products
    • Funds
    • Strategies
    • Opportunities
  • Sustainable investing
    • Journey
    • Expertise
    • Influence
    • Climate & Biodiversity
    • SDGs
  • About us
    • Who we are
    • Key strengths
    • Diversity & inclusion
    • Contact
International
Global website
Asia-Pacific
Australia
上海 (CN)
Hong Kong (EN)
香港 (ZH)
日本 (JP)
Singapore
Americas
América Latina (ES)
Latin America (EN)
United States
Africa & Middle East
Africa
Middle East
Europe
Belgique (FR)
België (NL)
Deutschland
España
France
Italia
Nederland
Schweiz (DE)
Switzerland (EN)
United Kingdom
Other countries
1289191523.jpg

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

Volatility

More glossary terms

Sustainable Investing Quantitative Investing Fixed income

Let's keep the conversation going

Keep track of fast-moving events in sustainable and quantitative investing, trends and credits with our newsletters.

Stay updated
Robeco

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

Key topics
Insights
Funds
Strategies
Opportunities
Sustainable investing
About us
Quick links
Contact
Glossary
Insurers
Advisor education
Expertise
Sustainable investing
Quantitative investing
Thematic investing
Emerging markets
Credit investing

Disclaimer Privacy and Cookie Statement Policies

Investment involves risks. Past performance is not indicative of future performance. This information is for informational purposes only and should not be construed as an offer to sell or an invitation to buy any securities or products, nor as investment advice or recommendation. The contents of this document have not been reviewed by the Monetary Authority of Singapore (“MAS”). Robeco Singapore Private Limited holds a capital markets services licence for fund management issued by the MAS and is subject to certain clientele restrictions under such licence. An investment will involve a high degree of risk, and you should consider carefully whether an investment is suitable for you.