Emerging markets: the value of strategic allocation
The added value of allocating to emerging markets (EM) has always been a topic of discussion among equity investors, especially when there was a large difference in performance with developed markets (DM).
Using quant strategies in emerging markets
The growing popularity of passive investing using index trackers has enabled many investors to access emerging markets, of which Brazil is a prominent member, at relatively low cost.
Short-term stock selection model boosts performance Enhanced Indexing
Robeco Enhanced Indexing invests in global developed markets equities, and has a low tracking error against its benchmark, the MSCI World index.
Core and Active Quant Emerging Markets: the importance of research
Robeco portfolio manager Wilma de Groot explains the importance of research and discusses two major new projects in her department.
Strategic Allocation to Commodity Factor Premiums
Commodities have become less popular for investors.
Another look at trading costs and short-term reversal profits
Several studies report that abnormal returns associated with short-term reversal investment strategies diminish once transaction costs are taken into account.