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Insights

Passive investing and sustainability are incompatible
Passive investing and sustainability are incompatible
Sustainability investing requires active choices and so cannot be done purely passively, Robeco quant specialists say.
18-09-2018 | Insight
3 best viewed video insights of 2017
3 best viewed video insights of 2017
Did you miss any of our video insights this year?
21-12-2017 | Video
Going for green alpha in emerging markets
Going for green alpha in emerging markets
emerging markets.
26-09-2017 | Insight
Two emerging market strategies can be stronger than one
Two emerging market strategies can be stronger than one
Emerging market equity investors have a wide range of strategies to choose from.
13-09-2017 | Insight
Using credit information for Quant Equity
Using credit information for Quant Equity
02-08-2017 | Research
Passive investing the smart way: Enhanced Indexing
Passive investing the smart way: Enhanced Indexing
More and more clients will make the step from purely passive to enhanced indexing.
09-05-2017 | Video
Some plant trees, we plant ideas
Some plant trees, we plant ideas
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Customizing Core Quant Strategies
Customizing Core Quant Strategies
Robeco’s Core Quant equity strategies exploit Value, Quality and Momentum factor premiums, combined within a transparent portfolio algorithm designed to consistently outperform the market.
20-02-2017 | Insight
New Enhanced Index fund: a global equity fund with tax benefits
New Enhanced Index fund: a global equity fund with tax benefits
Robeco has introduced a new version of the Enhanced Indexing fund for developed markets, which has been tax-optimized for Dutch retail investors.
13-12-2016 | Research
Building customized core quant portfolios
Building customized core quant portfolios
Robeco’s enhanced index strategies are based on the experience we’ve gained from over 25 years of quantitative equity research and portfolio management.
04-10-2016 | Insight
Integrating factors in low tracking error equity portfolios
Integrating factors in low tracking error equity portfolios
Robeco Core quant strategies use a proprietary, balanced combination of value and momentum factors and a proprietary portfolio construction algorithm, designed to consistently outperform a market benchmark with a controlled tracking error.
07-07-2016 | Video
Emerging markets: the value of strategic allocation
Emerging markets: the value of strategic allocation
The added value of allocating to emerging markets (EM) has always been a topic of discussion among equity investors, especially when there was a large difference in performance with developed markets (DM).
12-11-2015 | Research
Using quant strategies in emerging markets
Using quant strategies in emerging markets
The growing popularity of passive investing using index trackers has enabled many investors to access emerging markets, of which Brazil is a prominent member, at relatively low cost.
15-04-2015 | Insight
Credits investing: discover the power of three
Credits investing: discover the power of three
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Sustainability integration in Quantitative Equity strategies
Sustainability integration in Quantitative Equity strategies
Robeco is committed to sustainable investing.
10-03-2015 | Insight
Robeco quant EM equities outperforms generic factor indices
Robeco quant EM equities outperforms generic factor indices
We have compared the realized performance of our quantitative emerging markets equities (QEME) strategies with the hypothetical performance of recently launched generic factor indices.
19-01-2015 | Research
Short-term stock selection model boosts performance Enhanced Indexing
Short-term stock selection model boosts performance Enhanced Indexing
Robeco Enhanced Indexing invests in global developed markets equities, and has a low tracking error against its benchmark, the MSCI World index.
11-12-2014 | Research
Core and Active Quant Emerging Markets: the importance of research
Core and Active Quant Emerging Markets: the importance of research
Robeco portfolio manager Wilma de Groot explains the importance of research and discusses two major new projects in her department.
29-10-2014 | Research
15 Years of Quantitative Emerging Markets Research
15 Years of Quantitative Emerging Markets Research
In 1999, fifteen years ago, Robeco found that quantitative stock selection techniques known to be effective in developed markets are also able to deliver superior investment results in emerging markets.
13-06-2014 | Research
Strategic Allocation to Commodity Factor Premiums
Strategic Allocation to Commodity Factor Premiums
Commodities have become less popular for investors.
18-07-2013 | Research
Another look at trading costs and short-term reversal profits
Another look at trading costs and short-term reversal profits
Several studies report that abnormal returns associated with short-term reversal investment strategies diminish once transaction costs are taken into account.
01-07-2011 | Research
Is the value premium really compensation for distress risk?
Is the value premium really compensation for distress risk?
This study provides a comprehensive investigation of the relation between the value anomaly and distress risk.
13-05-2011 | Research
Value and Momentum in Frontier Emerging Markets
Value and Momentum in Frontier Emerging Markets
We document the presence of economically and statistically significant value and momentum effects in the new emerging equity markets in the world, the so-called frontier emerging markets.
14-09-2010 | Research

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