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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
Decomposing fundamental indexation?
Decomposing fundamental indexation?
Previous studies have shown that the value added by fundamental indexation strategies is entirely driven by their implicit exposure to the classic value premium.
22-03-2017 | From the field
Robeco Quarterly March 2017
Robeco Quarterly March 2017
The third edition of Robeco Quarterly – our quant, sustainability and research magazine – is published.
09-03-2017 | Magazine
Is smart beta performance driven by rising valuations?
Is smart beta performance driven by rising valuations?
Rob Arnott, argues that the good recent performance of many smart beta strategies has mainly been driven by rising valuations.
08-03-2017 | From the field
Factor investing challenges: unintended factor biases
Factor investing challenges: unintended factor biases
Allocation to factors has become increasingly popular in recent years, but practical implementation remains a puzzle for many investors.
28-02-2017 | Insight
Practical implementation of credit factor strategies
Practical implementation of credit factor strategies
Well-established factors, such as Low Risk, Value, Momentum and Size, generate economically meaningful and statistically significant premiums in credit markets.
27-02-2017 | Interview
Finding Value in government bonds
Finding Value in government bonds
The Value factor has been exploited for decades by equity investors and academic research shows it can also be applied to fixed income, in particular to government bonds.
24-02-2017 | Insight
Expected Returns 2017 - 2021
Expected Returns 2017 - 2021
Download full publication
Absolute return strategies under the microscope
Absolute return strategies under the microscope
Absolute return strategies are gaining traction with investors looking for alternative sources of return.
23-02-2017 | Insight
US Conservative: the best defense
US Conservative: the best defense
It is hard to predict when the present uptrend will end in the US, but it always pays to reduce volatility with a Conservative strategy.
22-02-2017 | Video
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 like liquidity in financial markets, high frequency trading and hedge funds.
21-02-2017 | Interview
Active weight instead of active share?
Active weight instead of active share?
A 2015 study* argues that a simplified measure of activeness, termed active weight, is even more effective than active share.
21-02-2017 | From the field
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
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
Robeco Quarterly March 2017
Robeco Quarterly March 2017
Read our latest magazine
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
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
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
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
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