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Insights

Is shared analyst coverage the source of all spillover effects?
Is shared analyst coverage the source of all spillover effects?
A wide range of spillover effects has been documented in the academic literature.
22-01-2020 | From the field
Innovation is a crucial way to strengthen our quant offering
Innovation is a crucial way to strengthen our quant offering
Is the emergence of alternative data and artificial intelligence a game changer for quant investors?
25-11-2019 | Insight
Seasonal patterns in individual stock returns
Seasonal patterns in individual stock returns
New insights on monthly stock return patterns.
10-07-2019 | From the field
Robeco publishes a new book of collected articles on quant investing in EMs
Robeco publishes a new book of collected articles on quant investing in EMs
Our new publication ‘A quant approach to emerging markets investing – Collected Robeco articles’ is now available.
29-04-2019 | Research
Implementing quant strategies in EM the smart way
Implementing quant strategies in EM the smart way
Quantitative stock selection models work as well in emerging markets (EM) as they do in developed ones (DM).
25-02-2019 | Insight
Passive investing and sustainability are incompatible
Passive investing and sustainability are incompatible
Sustainable investing requires active choices and so cannot be done purely passively, Robeco quant specialists say.
18-01-2019 | Insight
Breaking away from market-cap weighting is really important
Breaking away from market-cap weighting is really important
Mebane – or ‘Meb’ as he is known – Faber is co-founder and chief investment officer of Cambria Investment Management.
19-11-2018 | Interview
Achieving your investment goals with factors: get specific factor exposure
Achieving your investment goals with factors: get specific factor exposure
Factor-based strategies can help investors get exposure to a particular factor.
25-10-2018 | Insight
The strategic case for emerging markets factor investing
The strategic case for emerging markets factor investing
Factor premiums can be found in stock markets across the world, including emerging markets.
11-10-2018 | Research
Using crowdsourced employer reviews to select stocks
Using crowdsourced employer reviews to select stocks
Can crowdsourced data help investors take better decisions?
28-09-2018 | From the field
Selecting managers based on their past performance
Selecting managers based on their past performance
Is past performance of any use for investors?
28-08-2018 | From the field
Prudent quant strategies can thrive in the A-share market
Prudent quant strategies can thrive in the A-share market
On 1 June, MSCI added A-shares from 226 companies to its global and regional indices.
22-08-2018 | Insight
The value of visibility
The value of visibility
This paper analyzes the relation between firm visibility and stock returns.
04-07-2018 | From the field
A smart approach to combine quant factors and sustainability
A smart approach to combine quant factors and sustainability
Factor-based equity strategies can help investors achieve sustainability objectives, in addition to better risk-return characteristics.
12-06-2018 | Insight
The misguided beliefs of financial advisors
The misguided beliefs of financial advisors
Financial advice for private investors has been criticized to be costly or of low quality.
06-06-2018 | From the field
Achieving your investment goals with factors: Reduce risk
Achieving your investment goals with factors: Reduce risk
Factor-based strategies can help reduce potential downside risk.
25-04-2018 | Insight
Trading is an opportunity to capture alpha
Trading is an opportunity to capture alpha
Trading is often considered a necessary, but tedious and costly step of the investment process.
05-03-2018 | Insight
Quant research at Robeco: From theory to practice
Quant research at Robeco: From theory to practice
David Blitz explains why quantitative research is so important for Robeco and the investment solutions it creates.
06-02-2018 | Video
Uncovering Trend Rules
Uncovering Trend Rules
This research paper, published in the Fall 2017 issue of the Journal of Alternative Investments, uncovers the return-weighting schemes implied by conventional price-moving averages, which are widely-used indicators in technical analysis.
30-09-2017 | Research
Tracking error allocation
Tracking error allocation
How can active managers ensure they maximize the added value from each investment decision?
10-08-2001 | Research
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