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Integrating factors in low tracking error equity portfolios

Integrating factors in low tracking error equity portfolios

07-07-2016 | Vídeo

Robeco Core quant strategies use a proprietary, balanced combination of value and momentum factors and a proprietary portfolio construction algorithm, designed to consistently outperform a market benchmark with a controlled tracking error.

  • Michael Strating
    Michael
    Strating
    Managing Director, Head of Core Quant Equities
  • Wilma de Groot, PhD
    Wilma
    de Groot, PhD
    CFA, Executive Director, Head of Core Quant Equities

Integrating factors in low tracking error equity portfolios

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