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This page is intended for US prospects, clients and investors only and includes information about the capabilities, staffing and history of Robeco Institutional Asset Management US, Inc. (RIAM US) and its participating affiliates, which may include information on strategies not available in the US. US Securities and Exchange Commission (SEC) regulations are applicable only to clients, prospects and investors of RIAM US. Robeco BV, Robeco HK and Robeco SH are considered a “participating affiliate” of RIAM US and some of their employees are “associated persons” of RIAM US as per relevant SEC no-action guidance. Employees identified as access persons or associated persons of RIAM US perform activities directly or indirectly related to the investment advisory services provided by RIAM US. In those situations, these individuals are deemed to be acting on behalf of RIAM, a US SEC registered investment adviser. RIAM US’s SEC registration should not be viewed as an endorsement or approval of RIAM US by the SEC. RIAM US maintains its offices at 230 Park Avenue, New York, NY 10169.
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Quantitative investing
Enhanced indexing
In the realm of quantitative investing, enhanced indexing stands out as a sophisticated strategy aiming to outpace traditional market benchmarks.
By taking a capitalization-weighted index as a foundation, these strategies emphasize stocks with attractive factor characteristics, employing advanced investment models. This design ensures cost efficiency while sidestepping market overcrowding and potential arbitrage. The efficiency of such strategies can be measured using the information ratio. For those seeking consistent factor premium capture, portfolios with a flexible tracking error are the ideal choice, often yielding higher expected returns.
