Disclaimer

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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Evidence-based investing

Behavioral finance studies the influence of psychology and sociology on the behavior of investors and how this can impact the financial markets.

This is a form of investing that uses specific academic insights and evidence in constructing investment portfolios.

At the request of the Norwegian Government Pension Fund, Ang, Goetzmann and Schaefer carried out research into investment performance realized in 2009. Interest in factor investing increased further as a result of this study.

Robeco believes in using an academic approach based on empirical evidence to identify and understand factor premiums. Robeco further conducts research into the reasons why factor premiums occur. This academic approach is also evident in the work the company performs jointly with the academic world and by the range of papers it publishes in academic journals.

Two research papers produced for Robeco by Professors Koedijk, Slager and Stork are examples of this collaboration. The first research paper, ‘Investing in Systematic Factor Premiums' provides mainly academic evidence for the existence of factors. The second, titled ‘Factor Investing in Practice: A Trustees' Guide to Implementation' (2014), takes a more practical approach.

In addition, Robeco organizes public debates on factor investing in cooperation with the academic world. Professors Gruber, Goetzmann and Ang, for instance, have been asked to speak during such debates.

* A. Ang, W.N. Goetzmann, S.M. Schaefer: 'Evaluation of Active Management of the Norwegian Government Pension Fund', 2009.