Robeco, The Investments Engineers
Africa
International
Africa & Middle East
Africa
Middle East
Americas
América Latina (ES)
Latin America (EN)
United States
Asia-Pacific
Australia
上海 (CN)
Hong Kong (EN)
香港 (ZH)
日本 (JP)
Singapore
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
  • Strategies
    • Sustainable investing
      • Journey
      • Expertise
      • Influence
      • Climate & Biodiversity
      • SDGs
    • About us
      • Who we are
      • Key strengths
      • Diversity & inclusion
      • Contact
    International
    Global website
    Africa & Middle East
    Africa
    Middle East
    Americas
    América Latina (ES)
    Latin America (EN)
    United States
    Asia-Pacific
    Australia
    上海 (CN)
    Hong Kong (EN)
    香港 (ZH)
    日本 (JP)
    Singapore
    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
    Strategies
    Sustainable investing
    About us
    Quick links
    Contact
    Insurers
    Glossary
    Expertise
    Sustainable investing
    Quantitative investing
    Thematic investing
    Emerging markets
    Credit investing

    Disclaimer Privacy and Cookie Statement Policies Security

    Robeco Institutional Asset Management B.V is registered and regulated by the Financial Sector Conduct Authority in South Africa.