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Insights

Intrinsic Momentum is also important for bonds
Intrinsic Momentum is also important for bonds
Should investors also ‘residualize’ bond momentum?
18-04-2018 | From the field
Applying factor investing to corporate bonds
Applying factor investing to corporate bonds
Although much factor research focuses on the equity market, the concept and benefits of factor investing apply equally well to the corporate bond market.
04-04-2018 | Insight
Failing to capture factor premiums because of poor timing
Failing to capture factor premiums because of poor timing
Looking for an explanation to the value effect?
04-04-2018 | From the field
Fama-French 5-factor model: five major concerns
Fama-French 5-factor model: five major concerns
In 2015, Nobel prize laureate Eugene Fama and fellow researcher Kenneth French revamped their famous 3-factor model.
27-03-2018 | Research
On the origins of factor investing
On the origins of factor investing
Where does factor investing come from?
26-03-2018 | Interview
Putting factor investing theory into practice
Putting factor investing theory into practice
What are the basic steps investors should take to implement factor investing?
20-03-2018 | Interview
Some plant trees, we plant ideas
Some plant trees, we plant ideas
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Five years on, the trend remains a friend for our Momentum factor
Five years on, the trend remains a friend for our Momentum factor
Momentum strategies are usually vulnerable to market reversals and high turnover.
08-03-2018 | Insight
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Benchmark followers amplify the low volatility effect.
07-03-2018 | From the field
No place for Liquidity in our set of relevant equity factors
No place for Liquidity in our set of relevant equity factors
A number of academic studies suggest that illiquid stocks should outperform liquid stocks to compensate for higher risk.
28-02-2018 | Insight
Enhanced indexing: the proven alternative to passive investing
Enhanced indexing: the proven alternative to passive investing
Nine academics on the research, theory and implementation of factor investing.
26-02-2018 | Insight
Tweaking a popular low volatility index
Tweaking a popular low volatility index
Investment solutions based on popular smart beta indices have enjoyed tremendous success.
14-02-2018 | From the field
Are low-volatility stocks becoming expensive?
Are low-volatility stocks becoming expensive?
Due to uncertainty in financial markets, low-volatility stocks are in high demand.
04-01-2018 | Research
Finding alpha in Emerging markets
Finding alpha in Emerging markets
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Anomalies remain strong in international equity markets after publication
Anomalies remain strong in international equity markets after publication
One oft-heard concern on factor investing is that factors could be arbitraged away.
03-01-2018 | From the field
Strong hands needed to unlock the potential of factor investing
Strong hands needed to unlock the potential of factor investing
The average investor is not good at timing.
22-12-2017 | Insight
Academic research absolutely supports smart beta
Academic research absolutely supports smart beta
For over four decades, Burton Malkiel has advocated for broad passive exposure to financial markets.
11-12-2017 | Interview
Factor challenges: preparing for implementation
Factor challenges: preparing for implementation
How should I prepare for the implementation of a factor-based strategy?
28-11-2017 | Factor investing challenges
Institutional asset managers add value... by using factors
Institutional asset managers add value... by using factors
Are factors the future of active asset management?
22-11-2017 | From the field
Robeco Multi-Factor Indices: a new investment reality
Robeco Multi-Factor Indices: a new investment reality
Client appetite is really increasing for factor indices, and we think this is the future of active management.
02-11-2017 | Video
‘Facts’ about formulaic value investing
‘Facts’ about formulaic value investing
Successful value investing requires well designed strategies.
01-11-2017 | From the field
Factor investing challenges: finding the appropriate degree of transparency
Factor investing challenges: finding the appropriate degree of transparency
How transparent should a factor investing strategy be?
31-10-2017 | Factor investing challenges
Losing money with passive investing
Losing money with passive investing
Passive investing may be popular, but it also raises serious concerns.
18-10-2017 | Column
ESG is often mis-implemented in portfolios
ESG is often mis-implemented in portfolios
Sustainability principles are often mis-implemented in portfolios due to biases to certain factors, says quant specialist Ruben Feldman.
05-10-2017 | Insight
Enhanced indexing: an alternative to passive strategies
Enhanced indexing: an alternative to passive strategies
Despite the success of passive investing, there are good reasons to consider an alternative approach.
04-10-2017 | Video
Factor investing challenges: implementation costs
Factor investing challenges: implementation costs
Are implementation costs factor investing’s Achilles’ heel?
28-09-2017 | Factor investing challenges
Robeco’s factor investing indices: smarter than smart beta
Robeco’s factor investing indices: smarter than smart beta
Factor investing has become increasingly popular over the past decade.
25-09-2017 | Insight
Rankings and risk-taking in the financial industry
Rankings and risk-taking in the financial industry
Rankings matter.
20-09-2017 | From the field
Global multi-factor credits as a style diversifier
Global multi-factor credits as a style diversifier
For credit investors, a global multi-factor credits strategy offers style diversification.
12-09-2017 | Insight
Research reveals why sin stocks outperform
Research reveals why sin stocks outperform
The mystery of sin stocks’ outperformance has finally been unraveled.
11-09-2017 | Insight
Net alpha is not a measure of a manager’s skill
Net alpha is not a measure of a manager’s skill
Jules van Binsbergen is an expert on topics related to both asset pricing and corporate finance.
06-09-2017 | Interview
Ten things you should know about factor investing
Ten things you should know about factor investing
Factor-based investing has gained considerable traction over the past decade.
31-08-2017 | Insight

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