spaines

Visión de mercado

It’s not about active or passive, but about costs
It’s not about active or passive, but about costs
What if costs were the real issue in the heated active versus passive debate?
06-03-2019 | From the field
Low risk in China
Low risk in China
Does low-risk investing work with A-shares?
13-02-2019 | From the field
Residualizing Momentum in China
Residualizing Momentum in China
Previous studies have reported weak results for standard Momentum strategies in China.
02-01-2019 | From the field
Size and Value in China
Size and Value in China
Factor investing in A-share markets?
06-12-2018 | From the field
Lessons from our 2018 ‘Super Quant’ internships
Lessons from our 2018 ‘Super Quant’ internships
Top-notch investment strategies require top-notch research.
05-12-2018 | Visión
Thought smart beta indices had unlimited capacity? Think again!
Thought smart beta indices had unlimited capacity? Think again!
Following smart beta indices is a popular way to implement factor investing.
06-11-2018 | Visión
Inversión sostenible: No te conformes con menos, las cifras no engañan
Inversión sostenible: No te conformes con menos, las cifras no engañan
Descargar el libro
Using crowdsourced employer reviews to select stocks
Using crowdsourced employer reviews to select stocks
Can crowdsourced data help investors take better decisions?
28-09-2018 | From the field
La inversión pasiva y la sostenibilidad son incompatibles
La inversión pasiva y la sostenibilidad son incompatibles
La inversión sostenible implica tomar decisiones de gestión activa, por lo que no puede realizarse de forma puramente pasiva, según los especialistas cuantitativos de Robeco.
18-09-2018 | Visión
Fama-French 5-factor model: why more is not always better
Fama-French 5-factor model: why more is not always better
Fama and French have expanded their original 3-factor model by adding two factors.
15-09-2018 | Visión
Selecting managers based on their past performance
Selecting managers based on their past performance
Is past performance of any use for investors?
28-08-2018 | From the field
Volatility lessons
Volatility lessons
In this paper Eugene Fama and Kenneth French look at the importance of volatility over longer investment horizons.
01-08-2018 | From the field
The value of visibility
The value of visibility
This paper analyzes the relation between firm visibility and stock returns.
04-07-2018 | From the field
Ya invertíamos en tendencias antes de que fueran una tendencia
Ya invertíamos en tendencias antes de que fueran una tendencia
Descargar nuestra publicación
Big data e IA plantean multitud de retos para los inversores cuantitativos
Big data e IA plantean multitud de retos para los inversores cuantitativos
La llegada de las tecnologías de big data e inteligencia artificial (IA) está sacudiendo los mismos cimientos del sector financiero.
03-07-2018 | Visión
The misguided beliefs of financial advisors
The misguided beliefs of financial advisors
Financial advice for private investors has been criticized to be costly or of low quality.
06-06-2018 | From the field
Transitioning from procyclical to countercyclical behavior
Transitioning from procyclical to countercyclical behavior
Are large institutional investors pro- or countercyclical?
02-05-2018 | From the field
Failing to capture factor premiums because of poor timing
Failing to capture factor premiums because of poor timing
Looking for an explanation to the value effect?
04-04-2018 | From the field
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Benchmark followers amplify the low volatility effect.
07-03-2018 | From the field
No place for Liquidity in our set of relevant equity factors
No place for Liquidity in our set of relevant equity factors
A number of academic studies suggest that illiquid stocks should outperform liquid stocks to compensate for higher risk.
28-02-2018 | Visión
Tweaking a popular low volatility index
Tweaking a popular low volatility index
Investment solutions based on popular smart beta indices have enjoyed tremendous success.
14-02-2018 | From the field
Quant research at Robeco: From theory to practice
Quant research at Robeco: From theory to practice
David Blitz explains why quantitative research is so important for Robeco and the investment solutions it creates.
06-02-2018 | Vídeo
Why ETFs can be more expensive than you think
Why ETFs can be more expensive than you think
The recent rise of passive and smart beta strategies has resulted mainly from the success of ETFs.
24-01-2018 | From the field
Anomalies remain strong in international equity markets after publication
Anomalies remain strong in international equity markets after publication
One oft-heard concern on factor investing is that factors could be arbitraged away.
03-01-2018 | From the field
Next time, ask your fund manager what kind of car they drive
Next time, ask your fund manager what kind of car they drive
Tell me what car you drive and I will tell you who you are.
13-12-2017 | From the field
Institutional asset managers add value... by using factors
Institutional asset managers add value... by using factors
Are factors the future of active asset management?
22-11-2017 | From the field
‘Facts’ about formulaic value investing
‘Facts’ about formulaic value investing
Successful value investing requires well designed strategies.
01-11-2017 | From the field
Perder dinero con la inversión pasiva
Perder dinero con la inversión pasiva
La inversión pasiva ha adquirido gran popularidad, pero también suscita importantes preocupaciones.
18-10-2017 | Columna
Mixed versus integrated multi-factor portfolios
Mixed versus integrated multi-factor portfolios
Many investors acknowledge the merits of factor investing but disagree on how to implement it.
12-10-2017 | Visión
Solvency II encourages risk-seeking behavior
Solvency II encourages risk-seeking behavior
Solvency II regulation should prevent insurance companies from going bankrupt.
02-10-2017 | Investigación
Research reveals why sin stocks outperform
Research reveals why sin stocks outperform
sin stocks’ outperformance has finally been unraveled.
11-09-2017 | Visión
Factor investing: limited overcrowding risk
Factor investing: limited overcrowding risk
A key concern often voiced by factor investing and smart beta sceptics is the possible risk of overcrowding.
03-07-2017 | Entrevista

Robeco utiliza cookies

Robeco utiliza cookies para analizar las visitas que usted realiza a este sitio, compartir información a través de redes sociales y personalizar la configuración de las páginas y los anuncios que aparecen, de acuerdo a sus preferencias. Al hacer clic en aceptar o continuar en este sitio acepta lo anterior. Más información e instrucciones para ajustar la configuración de las cookies.