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Quantitative research

We conduct a considerable amount of ground-breaking quant research in-house, and have made a number of contributions to quantitative investment theory. We publish articles in leading journals on topics such as factor investing and the low-volatility anomaly.

Quantitative research library
The characteristics of factor investing
The characteristics of factor investing
To make the most of factor investing, understanding how factors work and interact is key.
14-06-2019 | Research
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
The long-run value of Conservative Equities
The long-run value of Conservative Equities
Should low volatility investing just be about minimizing volatility?
01-03-2019 | Research
Our
Our
groundbreaking papers
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Our quant researchers and portfolio managers conduct a considerable amount of ground-breaking research in-house, and have made a number of contributions to quantitative investment theory. For example, they regularly publish articles in leading journals on topics such as factor investing, the low-volatility anomaly and how to minimize transaction costs in quant investment processes.

The brains
The brains
behind the models
Meet our team
With over 40 dedicated quantitative researchers and portfolio managers covering equity, fixed income and multi-asset strategies, we are home to one of the largest quantitative teams in Europe. In addition to developing our proprietary quantitative security selection models and portfolio construction algorithms, they also support our portfolio managers in designing, implementing and maintaining our models, risk management tools, currency and derivatives strategies, and performance attribution tools.
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