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The information contained in the website is solely intended for professional investors. Some funds shown on this website fall outside the scope of the Dutch Act on the Financial Supervision (Wet op het financieel toezicht) and therefore do not (need to) have a license from the Authority for the Financial Markets (AFM).

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Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

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Insights

Focus themes Content type Region Client type Hide English Insights
Investors need a better understanding of liquidity risk
Investors need a better understanding of liquidity risk
Ronnie Sadka is a prominent academic voice on topics such as liquidity in financial markets, high frequency trading, quantitative investments and hedge funds.
21-02-2017 | Interview
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
Factor investing challenges: finding the right set of strategies
Factor investing challenges: finding the right set of strategies
Allocation to factors has become increasingly popular in recent years, but practical implementation remains a puzzle for many investors.
30-01-2017 | Insight
The case for the size premium
The case for the size premium
This AQR working paper argues that the size effect does, in fact, exist.
16-12-2016 | From the field
The case against the size premium
The case against the size premium
This Research Affiliates research note argues that the size premium does not exist.
14-12-2016 | From the field
‘Culture is a crucial factor in quant investing’
‘Culture is a crucial factor in quant investing’
Quant investing is becoming more widely accepted.
13-12-2016 | Interview
Expected Returns 2017 - 2021
Expected Returns 2017 - 2021
Download full publication
Concerns regarding the new Fama-French 5-factor model
Concerns regarding the new Fama-French 5-factor model
Nobel prize laureate Eugene Fama and fellow researcher Kenneth French have revamped their famous 3-factor model.
12-12-2016 | Research
Introducing a new factor – Quality
Introducing a new factor – Quality
Robeco has long been a pioneer in quantitative investing, having exploited the Value and Momentum effects since the early 1990s and Low Volatility since 2006.
05-12-2016 | Insight
Connecting academic theory and financial industry practices
Connecting academic theory and financial industry practices
Throughout his career, Noël Amenc has championed the incorporation of academic research into the decision-making of finance professionals and regulators.
01-12-2016 | Interview
A long-term perspective
A long-term perspective
The 2015 edition of the Global Investment Returns Yearbook published by Credit Suisse contained several interesting long-term analyses.
30-11-2016 | From the field
Is the relationship between risk and return positive or negative?
Is the relationship between risk and return positive or negative?
This paper challenges the earlier work of Fu (2009).
16-11-2016 | From the field
Not only high-volatility stocks underperform
Not only high-volatility stocks underperform
One of the explanations for the low-volatility anomaly is that stocks with lottery-like characteristics (a small chance of experiencing a large positive payoff) are overpriced.
02-11-2016 | From the field
Carry fund marks first anniversary with strong returns
Carry fund marks first anniversary with strong returns
The Robeco Global Diversified Carry fund was launched in August 2015 to take advantage of a quantitative investment strategy that searches for yield opportunities in different asset classes.
29-09-2016 | Insight
Low Volatility in historical perspective: Fund investing since 1774
Low Volatility in historical perspective: Fund investing since 1774
As portfolio managers of Robeco Conservative Equities, we want to place our role into a historical perspective and learn from the history of financial markets, and mutual funds in particular.
21-09-2016 | Research
What is factor investing?
What is factor investing?
Although Factor Investing is rapidly gaining popularity, there are still ongoing debates about this concept.
15-09-2016 | Insight
The quality of low-risk credits
The quality of low-risk credits
Recently a new factor was added to the literature: Quality.
14-09-2016 | Research
Honey, how much did you say you paid for these low-vol stocks?
Honey, how much did you say you paid for these low-vol stocks?
Investors are worried about the high valuations of stocks in general and low-volatility stocks in particular.
12-09-2016 | Research
The profitability of low volatility
The profitability of low volatility
Some people argue that the low risk anomaly can be explained by ‘profitability’, an example of a ‘quality’ factor.
08-09-2016 | Research
“Researching investments and discussing the results is an ideal combination”
“Researching investments and discussing the results is an ideal combination”
Laurens Swinkels is back at Robeco.
06-09-2016 | Insight
Factor investing versus sector investing
Factor investing versus sector investing
A recent study suggests that sector investing does as well or even better than factor investing in a long-only context.
01-09-2016 | Research
Year-to-date: Factor investing needs an active approach
Year-to-date: Factor investing needs an active approach
We talked to Mark Voermans, senior portfolio manager at APG Quantitative Equities and an early proponent of factor investing in the Netherlands.
23-08-2016 | Insight
Systematic investing in M&A: an alternative factor premium
Systematic investing in M&A: an alternative factor premium
Inspired by the recent surge in M&A activity, Deutsche Bank investigates a strategy which systematically invests in stocks that are the target of a publicly announced M&A deal.
03-08-2016 | From the field
Taking smart beta to the Asian market
Taking smart beta to the Asian market
Jason Hsu is one of the best-known names in smart beta investing, having played a major role in Research Affiliates’ development of its pioneering fundamental indexing approach back in 2005.
01-08-2016 | Interview
Forensic accounting research
Forensic accounting research
Macquarie applies Benford’s law to identify firms which may be manipulating their accounting data, or perhaps even engaging in outright fraud.
20-07-2016 | From the field
Multi-factor fund celebrates birthday with outperformance
Multi-factor fund celebrates birthday with outperformance
“Putting your research to the test is always exciting, and if it then works out well, then that’s very satisfying.
18-07-2016 | Insight
Integrating sustainability into factor credit strategies
Integrating sustainability into factor credit strategies
The objective of our factor credit strategies is to maximize the portfolio’s factor exposure at low cost while limiting risks.
12-07-2016 | Research
Defining the Quality factor
Defining the Quality factor
Robeco has added Quality to the key list of factors that it follows when constructing factor investing portfolios in equities.
11-07-2016 | Research
Factor investing case studies – the merits of tailor made solutions
Factor investing case studies – the merits of tailor made solutions
Factor investing – the investment strategy that aims to capture 'hidden' returns in financial markets – is rapidly gaining in popularity.
06-07-2016 | Research
Factor Investing with smart beta indices
Factor Investing with smart beta indices
Smart beta indices are a popular way of implementing a factor investing strategy.
06-07-2016 | Research
Accounting-based anomalies in the bond market
Accounting-based anomalies in the bond market
22-06-2016 | From the field
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