Debates sobre Factor Investing: Big Data e IA: ¿un nuevo amanecer para la inversión cuantitativa?
El Factor Investing se basa en décadas de estudios empíricos, que son de dominio público.
11-01-2021
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Visión
Has Low Volatility lost its mojo?
2020 has been a difficult year for Low Volatility investors and this year’s performance has been truly challenging, amounting to a period of soul searching.
21-12-2020
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Visión
Podcast: Why I believe the quant winter will end
Will value stocks make a comeback in 2021?
17-12-2020
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Podcast
Investors should always strive to understand observed performance
Mathijs van Dijk is Professor of Financial Markets at the Rotterdam School of Management, Erasmus University.
02-12-2020
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Entrevista
Quant solutions must look beyond the most conventional factors
Quant strategies have come under pressure over the past two years.
24-11-2020
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Entrevista
Long read: Why I am more bullish than ever on quant
Following more than two years of quant strategies generally underperforming sharply, investors are questioning whether quantitative investing is still viable.
Alinear las estrategias de crédito multifactor con los ODS
Presentamos la última innovación en nuestro enfoque de inversión sostenible.
03-11-2020
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Visión
Factor investing – going beyond Fama and French
There is more to factor investing than the standard academic factors, says Head of Quant Research David Blitz.
02-11-2020
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Perspectiva a 5 años
¿Hay valor en los ángeles caídos?
Las rebajas de calificación pueden ser interesantes para inversores high yield.
29-10-2020
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Visión
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020
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Visión
There is more to factor investing than just Fama-French
The period of 2010-2019 was a lost decade for the five Fama-French factors, leading many to question whether Value was dead and whether Size had ever worked at all.
09-10-2020
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Vídeo
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.