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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).

The funds shown on this website may not be available in your country. Please select your country website (top right corner) to view the products that are available in your country.

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
The Risk-Return Paradox of Low-Volatility Investing
The Risk-Return Paradox of Low-Volatility Investing
In recent years, low volatility has become a new investment style offering lower-risk, without reducing return.
25-04-2017 | Video
‘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
Robeco Quarterly December 2016
Robeco Quarterly December 2016
Download the second edition of Robeco Quarterly, our 40-page magazine for professional investors, focusing on quant investing, sustainability investing and research.
01-12-2016 | Magazine
Robeco presents first Low Volatility Thesis Award
Robeco presents first Low Volatility Thesis Award
During the Conservative Equity Seminar held on 29 September 2016 ‘Celebrating a decade of active low volatility investing’, Robeco presented its first Thesis Award.
03-10-2016 | 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
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
Expected Returns 2017 - 2021
Expected Returns 2017 - 2021
Download full publication
Year-to-date: Low-volatility evidence dating back to 1873
Year-to-date: Low-volatility evidence dating back to 1873
As new historical databases are opening up, there are great opportunities for out-of-sample tests of market anomalies.
15-08-2016 | Insight
Year-to-date: It's all about income and stable returns
Year-to-date: It's all about income and stable returns
This year is the tenth anniversary of the launch of Robeco Global Conservative Equities.
03-08-2016 | Insight
Robeco adds fourth factor Quality to its factor investing strategies
Robeco adds fourth factor Quality to its factor investing strategies
Investors increasingly decide to allocate strategically to factor premiums such as Value, Momentum and Low-Volatility.
15-06-2016 | Insight
Conservative Equities in historical perspective: Investment behavior since 1602
Conservative Equities in historical perspective: Investment behavior since 1602
Since the birth of the modern stock market in 1602, the pendulum of the investment culture has moved from a return focus to a risk focus and back.
18-04-2016 | Research
10 years of Conservative Equities Investing
10 years of Conservative Equities Investing
Pim van Vliet explains why Robeco’s Conservative Equities Strategy has been successful for 10 years.
21-03-2016 | Video
It's all about income and stable returns
It's all about income and stable returns
This year is the tenth anniversary of the launch of Robeco Global Conservative Equities.
25-02-2016 | Insight
The rise of Factor Investing,  is it just a hype?
The rise of Factor Investing, is it just a hype?
Watch the video
Low-volatility evidence dating back to 1873
Low-volatility evidence dating back to 1873
As new historical databases are opening up, there are great opportunities for out-of-sample tests of market anomalies.
15-02-2016 | Insight
Are all low vol stocks really that sensitive to interest rate risk?
Are all low vol stocks really that sensitive to interest rate risk?
Investors are still awaiting the first rate hike by the Federal Reserve since June 2006.
11-11-2015 | Insight
Fama-French 5-factor model: why more is not always better
Fama-French 5-factor model: why more is not always better
Fama and French have expanded their original 3-factor model by adding two factors.
21-10-2015 | Insight
Low turnover: a virtue of low volatility
Low turnover: a virtue of low volatility
Trading is necessary to follow an active strategy, but excessive trading is linked to human behavior.
08-06-2015 | Research
European low-vol stocks: lessons from ‘a lost decade’
European low-vol stocks: lessons from ‘a lost decade’
Europe has seen a modest pick-up in economic growth in the first quarter, with unexpectedly strong figures coming in from France and Italy.
29-05-2015 | Insight
US low-vol: why it's time to be selective
US low-vol: why it's time to be selective
The United States was the first equity market in the world for which the low-volatility effect was documented.
19-05-2015 | Insight
Sustainability integration in Quantitative Equity strategies
Sustainability integration in Quantitative Equity strategies
Robeco is committed to sustainable investing.
10-03-2015 | Insight
Beauty and the beast of low-volatility investing
Beauty and the beast of low-volatility investing
Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy.
17-02-2015 | Research
Low-Volatility Investing: Collected Robeco Articles
Low-Volatility Investing: Collected Robeco Articles
Robeco launches the 2015 Edition of “Low-Volatility Investing” by David Blitz, PhD, Head Robeco Quantitative Equity Research and Pim van Vliet, PhD, Senior Portfolio Manager, Robeco Conservative Equities.
01-01-2015 | Research
Low-volatility investing: Expect the unexpected
Low-volatility investing: Expect the unexpected
Low-volatility stocks are known to lag in rising markets and lose less in falling markets.
06-11-2014 | Research
When factors disagree
When factors disagree
Generic strategies designed to harvest a certain factor premium regularly conflict with other factor premiums.
30-09-2014 | Research
Why not all low-volatility stocks are equal
Why not all low-volatility stocks are equal
Low-volatility investing is becoming more popular.
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
Low-volatility investing: how does the Robeco approach differ?
Low-volatility investing: how does the Robeco approach differ?
What makes the Robeco approach to low-volatility investing special?
30-09-2013 | Video
What is the low volatility anomaly?
What is the low volatility anomaly?
Risk and return do not always go hand in hand.
09-09-2013 | Video
How does the conservative strategy fit into a portfolio?
How does the conservative strategy fit into a portfolio?
Pim van Vliet, Portfolio Manager Conservative Equities, reveals how the strategy fits into a broader investment portfolio.
05-09-2013 | Video
10 things to know about Conservative Equities
10 things to know about Conservative Equities
Robeco’s Conservative Equities strategies aim for equity returns with lower downside risk.
04-09-2013 | Insight
Why is there a volatility effect?
Why is there a volatility effect?
Robeco’s David Blitz, Pim van Vliet and author Eric Falkenstein publish their paper ‘Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions’.
29-05-2013 | Research
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