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Insights

Focus themes Content type Region Client type Hide English Insights
Core Quant Equity: it's about risk, risk, risk
Core Quant Equity: it's about risk, risk, risk
Risk management plays a central role in our Core Quant strategies.
01-02-2017 | 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
Harvesting the value premium
Harvesting the value premium
This paper* compares classic and new smart-beta indices that are designed to capture the value premium.
11-01-2017 | From the field
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
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
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
Expected Returns 2017 - 2021
Expected Returns 2017 - 2021
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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
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
Bargain Hunt: looking for value in global equities
Bargain Hunt: looking for value in global equities
Investors looking for value in global equities have been disappointed in recent years, as ‘expensive defensive’ and growth stocks have held sway in markets.
10-05-2016 | Insight
Do fund flows cause the value and momentum effects?
Do fund flows cause the value and momentum effects?
In this study the authors argue that the value and momentum effects may be the result of fund flows.
05-05-2016 | From the field
What’s driving the value premium?
What’s driving the value premium?
The academic literature provides two competing theories on what drives the value premium: exposure to risk factors, or mispricing of securities.
06-04-2016 | From the field
Institutional investors cause stock return anomalies?
Institutional investors cause stock return anomalies?
This study* shows that institutions typically trade on the wrong side of anomalies.
23-03-2016 | From the field
Unlocking global opportunities in equities
Unlocking global opportunities in equities
In a recent webinar, Funds Europe spoke to Chris Hart, portfolio manager of the Robeco Boston Partners Global Premium Equities Fund, about how he seeks to tap into global opportunities from a value and growth perspective.
12-01-2016 | Interview
Factor Investing in the Corporate Bond Market
Factor Investing in the Corporate Bond Market
We provide empirical evidence that the Size, Low-Risk, Value and Momentum factors have economically meaningful and statistically significant risk-adjusted returns in the corporate bond market.
11-12-2015 | Research
Is value trapped?
Is value trapped?
The poor long-term live performance of the first generation of value indices indicates that capturing the value premium is not easy.
04-12-2015 | Research
Can mutual funds successfully adopt factor investing strategies?
Can mutual funds successfully adopt factor investing strategies?
To the best of our knowledge, no study has been conducted on the added value of innovative investment strategies that incorporate academic insights.
24-11-2015 | Research
Balanced exposure to factors in credits
Balanced exposure to factors in credits
Robeco Global Multi-Factor Credits, launched on June 15, 2015, is an innovative fund offering balanced exposure to the Low-Risk, Value, Momentum and Size factors in the credit market.
23-07-2015 | Insight
The beauty and the beast of value and momentum investing
The beauty and the beast of value and momentum investing
We usually focus on how to make a good investment strategy even better, but in recent research we looked at how to make it worse.
22-07-2015 | Research
From the field: Value and momentum profits declining?
From the field: Value and momentum profits declining?
A paper* argues that many popular return anomalies have materially diminished in strength and significance over time, and relates these findings to increased anomaly-related trading by a.
24-06-2015 | Insight
Is rebalancing the source of factor premiums?
Is rebalancing the source of factor premiums?
Some argue that the mere mechanism of rebalancing increases returns, and that this explains the success of factor investment strategies.
12-02-2015 | Research
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
Factor investing works
Factor investing works
Factor investing is in vogue.
06-01-2015 | Research
How factor investing also works for corporate bonds
How factor investing also works for corporate bonds
Two Robeco researchers have become the first to analyze the effect that factor premiums can have on corporate bond investing.
11-11-2014 | Insight
What drives the value premium?
What drives the value premium?
The empirical evidence for the presence of a value premium in stock markets is overwhelming.
16-10-2014 | Research
Efficiently harvesting the value premium
Efficiently harvesting the value premium
Value is one of the oldest factors in the world.
15-09-2014 | Insight
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.
25-07-2014 | Research
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