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Visión de mercado

‘Los beneficios de la inversión de baja volatilidad solo se aprecian en retrospectiva’
‘Los beneficios de la inversión de baja volatilidad solo se aprecian en retrospectiva’
Pim van Vliet, jefe de Global Conservative Equities, comenta los beneficios de la inversión de baja volatilidad en nuestro último podcast.
29-04-2019 | Podcast
Guide to low volatility investing
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
10-04-2019 | Visión
Are mutual funds on the other side of the low volatility trade?
Are mutual funds on the other side of the low volatility trade?
This new research helps to explain the existence of the low volatility anomaly.
03-04-2019 | From the field
 The Robeco Factor Investing Thesis Award
The Robeco Factor Investing Thesis Award
For the second year in a row, Robeco will present its Thesis Award in recognition of excellent financial research.
15-03-2019 | Noticia
El valor a largo plazo de Conservative Equities
El valor a largo plazo de Conservative Equities
¿Consiste la inversión de baja volatilidad solo en minimizar la volatilidad?
01-03-2019 | Visión
Low risk in China
Low risk in China
Does low-risk investing work with A-shares?
13-02-2019 | From the field
Alcance sus objetivos de inversión empleando factores: generar ingresos
Alcance sus objetivos de inversión empleando factores: generar ingresos
Las estrategias basadas en factores pueden ayudar a generar ingresos Sexto y último artículo de una serie sobre cómo los factores sirven para que los inversores alcancen objetivos concretos.
30-11-2018 | Visión
Diverging fortunes for low-risk stocks as EM and DM decouple
Diverging fortunes for low-risk stocks as EM and DM decouple
So far, 2018 has been marked by a clear decoupling of emerging and developed equity markets.
23-10-2018 | Visión
Upside down world in this late-cycle bull market
Upside down world in this late-cycle bull market
The past two years have been characterized by unusually high equity returns and low volatility.
20-08-2018 | Visión
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
¿Ratios CAPE = riesgo? Mantengamos la calma y reduzcamos el riesgo a la baja
¿Ratios CAPE = riesgo? Mantengamos la calma y reduzcamos el riesgo a la baja
Unos niveles elevados de ratio CAPE no son indicio de un inminente final del mercado alcista.
27-07-2018 | Visión
Short Maturity = low risk, less volatility
Short Maturity = low risk, less volatility
Increasing volatility and rising interest rates – not really the cocktail of choice for the risk-averse credit investor.
23-05-2018 | Visión
La inversión cuantitativa, en una fórmula sencilla
La inversión cuantitativa, en una fórmula sencilla
La inversión cuantitativa debería ser fácil de entender.
09-05-2018 | Entrevista
Alcance sus objetivos de inversión empleando factores: Reducir el riesgo
Alcance sus objetivos de inversión empleando factores: Reducir el riesgo
Las estrategias basadas en factores pueden ayudar a reducir el posible riesgo a la baja.
25-04-2018 | Visión
Inversión en altos dividendos: apostando por empresas estables y fuertes
Inversión en altos dividendos: apostando por empresas estables y fuertes
Las fluctuaciones de las cotizaciones tienden a acaparar la atención de los inversores que se fijan en el corto plazo.
24-04-2018 | Visión
Fama-French 5-factor model: five major concerns
Fama-French 5-factor model: five major concerns
In 2015, Nobel prize laureate Eugene Fama and fellow researcher Kenneth French revamped their famous 3-factor model.
27-03-2018 | Investigación
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
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
Are low-volatility stocks becoming expensive?
Are low-volatility stocks becoming expensive?
Due to uncertainty in financial markets, low-volatility stocks are in high demand.
04-01-2018 | Investigación
Investment lessons from the racetrack
Investment lessons from the racetrack
Misperceptions matter.
11-10-2017 | From the field
Rankings and risk-taking in the financial industry
Rankings and risk-taking in the financial industry
Rankings matter.
20-09-2017 | From the field
Five concerns with low volatility index ETFs
Five concerns with low volatility index ETFs
Equity investors have a choice between active low volatility managers and low volatility index ETFs.
27-06-2017 | Investigación
La paradoja riesgo/rentabilidad en la inversión de baja volatilidad
La paradoja riesgo/rentabilidad en la inversión de baja volatilidad
En los últimos años, la inversión de baja volatilidad se ha convertido en un nuevo estilo de inversión que ofrece menos riesgo, con igual rentabilidad.
25-04-2017 | Vídeo
The rise of Factor Investing - is it just a hype?
The rise of Factor Investing - is it just a hype?
Factor Investing is increasingly in the spotlight.
05-04-2017 | Vídeo
Tres formas de aplicar los factores y el smart beta
Tres formas de aplicar los factores y el smart beta
Las estrategias basadas en factores y smart beta aprovechan las primas de factor.
29-03-2017 | Visión
Conservative investing in a solvency framework
Conservative investing in a solvency framework
Are conservative credit and equity strategies attractive under solvency regulations?
27-03-2017 | Visión
Core Quant Equity: it's about risk, risk, risk
Core Quant Equity: it's about risk, risk, risk
Risk management plays a central role in our Core Quant strategies.
01-02-2017 | Visión
Is the relationship between risk and return positive or negative?
Is the relationship between risk and return positive or negative?
This paper challenges the earlier work of Fu (2009).
16-11-2016 | From the field
Not only high-volatility stocks underperform
Not only high-volatility stocks underperform
One of the explanations for the low-volatility anomaly is that stocks with lottery-like characteristics (a small chance of experiencing a large positive payoff) are overpriced.
02-11-2016 | From the field
Robeco presents first Low Volatility Thesis Award
Robeco presents first Low Volatility Thesis Award
During the Conservative Equity Seminar held on 29 September 2016 ‘Celebrating a decade of active low volatility investing’, Robeco presented its first Thesis Award.
03-10-2016 | Visión