Podcast: Equity factors are even older than we thought
New Robeco research confirms that investors’ behavioral biases have been around since the days of the American Wild West.
21-03-2022
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Podcast
Value could outperform for five years or more
The resurgent Value style could bring market-beating returns for the next five years and beyond as interest rates rise, Robeco’s Value experts say.
09-03-2022
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Visión
Shrunk betas can fortify Low-risk portfolios
Research shows that beta forecasts are improved by shrinking correlations more than relative volatilities.
17-02-2022
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Investigación
‘The main goal was to test for equity factors using an out-of-sample dataset’
Creating novel databases for out-of-sample testing adds real value as people seldom take the time to perform such a task.
16-02-2022
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Entrevista
Los instintos humanos impulsan la prima Value
Los inversores se sienten más atraídos por las empresas con grandes casos de éxito, y tienden a pasar por alto a aquellas que reciben menos atención mediática.
04-02-2022
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Visión
Factoring carbon taxes into a Value strategy
Incorporating carbon taxes into a Value strategy at a stock level is equivalent to imposing carbon footprint constraints on the overall portfolio.
Research on pre-1926 database reveals equity factors are ‘eternal’
New research reveals that equity factor styles have existed and persisted since the mid-19th century.
21-12-2021
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Investigación
Talk ‘22: ‘Staying the course is crucial’
Covid-19 has shown us that it is important to stick to our approach, says Wilma de Groot, Co-head of Quant Equity Portfolio Management.
17-12-2021
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Entrevista
Shielding factor portfolios from credit downgrades and defaults
Gaining more by losing less in multi-factor credit strategies.
30-11-2021
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Visión
'Investors can benefit from the use of sustainability data'
Innovative developments in the area of sustainability data can uncover new ways of assessing opportunities and risks.
23-11-2021
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Entrevista
‘Alternative datasets can help predict future returns’
Big data can unlock a gold mine of information on investor behavior.
16-11-2021
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Entrevista
Low Volatility defies the basic finance principles of risk and reward
Contrary to popular belief, riskier investments do not necessarily translate into higher returns.
12-11-2021
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Visión
Risky CAPE: Is there an alternative?
The prospect of rising real yields could accentuate the elevated nature of equity market valuations.
01-11-2021
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Visión
El ciclo cuantitativo
Los factores de la renta variable siguen su propio ciclo basado en el sentimiento, que no se explica con los indicadores de ciclo económico tradicionales.
19-10-2021
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Investigación
Looking under the bonnet of passive thematic indices
Passive thematic indices effectively trade against quant investors due to their generally negative exposures to factors.
12-10-2021
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Visión
Podcast: Why quant fixed income is a great diversifier
While many quant equity strategies have struggled over the past few years, the performance of quant credits has been robust.
08-10-2021
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Podcast
Some factors are now more equal than others
There is no free lunch when it comes to harvesting factor premiums.
06-10-2021
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Perspectiva a 5 años
What valuations and interest rates tell us about equity factors
Single and multi-factor equity portfolios are currently very attractively valued and factor premiums persist across interest rate cycles.
04-10-2021
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Visión
Are credit factor premiums robust to inflation?
With inflation worries having gained momentum, we investigate how inflation has affected credit factor premiums in the past.
24-09-2021
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Visión
Seizing opportunities in emerging markets credits
Global credit investors can no longer easily ignore emerging markets (EM) hard-currency corporate bonds.
08-09-2021
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Investigación
El momentum es una profecía autocumplida, y ahí radica su fuerza
La prima momentum surge de ciertos errores en el razonamiento humano.
06-09-2021
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Visión
‘Moore’s Law is disrupting the world of quant investing’
Increasing computing power is altering the investment landscape.
16-08-2021
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Entrevista
El agua y los residuos son la siguiente frontera para mejorar la sostenibilidad en créditos factoriales
Imponemos restricciones de agua y residuos en nuestras estrategias factoriales de crédito.
03-08-2021
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Visión
Deep evidence that factor investing works well in bond markets
More than two centuries of data confirms that value, momentum and low risk offer attractive premiums.
