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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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Insights

Focus themes Content type Region Client type Hide English Insights
Deactivating and reactivating active share
Deactivating and reactivating active share
A 2015 study challenged the usefulness of active share.
08-02-2017 | From the field
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
The virtue of patience
The virtue of patience
In a previous study, Cremers showed that high active share funds beat the market on average, while low active share funds (closet indexers) do not.
25-01-2017 | From the field
US Conservative: lower valuations, higher payout
US Conservative: lower valuations, higher payout
Markets reacted positively to the election of Donald Trump, who took office last week.
23-01-2017 | Insight
Hedge fund bets show Low Volatility is still far from overcrowded
Hedge fund bets show Low Volatility is still far from overcrowded
Thorough analysis of hedge fund data shows that, despite their flexible approach to investing, these funds tend to bet strongly against the low-volatility anomaly.
17-01-2017 | Research
Expected Returns 2017 - 2021
Expected Returns 2017 - 2021
Download full publication
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
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
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
Dynamic duration management in times of rising yields
Dynamic duration management in times of rising yields
Bond yields have declined to unprecedentedly low levels over the last three decades, resulting in stellar returns but also creating a more challenging outlook for the future.
07-12-2016 | Insight
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
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
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
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
Robeco Quarterly September 2016
Robeco Quarterly September 2016
Download the first edition of Robeco Quarterly, our new 40-page magazine for professional investors, focusing on quant investing, sustainability investing and research.
11-10-2016 | Magazine
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
Absolute return strategies: the real diversifier
Absolute return strategies: the real diversifier
Klaas Smits talks about what is special about Robeco’s absolute return strategies and explains the pros and cons of not following a benchmark.
22-09-2016 | Insight
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
Smart sustainability integration in Quant Equity
Smart sustainability integration in Quant Equity
All Robeco Quantitative Equity strategies integrate ESG factors.
12-09-2016 | Insight
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
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
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
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
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
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