ETFs have yet to prove that they can beat active funds
Exchange-traded funds (ETFs) are commonly regarded as efficient, low-cost alternatives to actively managed mutual funds.
18-02-2021
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Investigación
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021
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Investigación
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021
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Visión
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
31-12-2020
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Data sets
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
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.
Dynamic duration management in times of rising yields
Bond yields have declined to unprecedentedly low levels over the last three decades, resulting in stellar returns but also creating a more challenging outlook for the future.
07-12-2016
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Visión
What is factor investing?
Although Factor Investing is rapidly gaining popularity, there are still ongoing debates about this concept.
15-09-2016
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Visión
Factor investing case studies – the merits of tailor made solutions
Factor investing – the investment strategy that aims to capture 'hidden' returns in financial markets – is rapidly gaining in popularity.
06-07-2016
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Investigación
Factor Investing with smart beta indices
Smart beta indices are a popular way of implementing a factor investing strategy.
06-07-2016
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Investigación
Making the most of Momentum
There is strong evidence that momentum investing works, even though some critics claim that a stock’s past performance can’t be relied on to predict its future returns, and that momentum strategies can involve high turnover and the risk of a trend reversing.
29-03-2016
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Visión
Factor Investing in the Corporate Bond Market
We provide empirical evidence that the Size, Low-Risk, Value and Momentum factors have economically meaningful and statistically significant risk-adjusted returns in the corporate bond market.
11-12-2015
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Investigación
Can mutual funds successfully adopt factor investing strategies?
To the best of our knowledge, no study has been conducted on the added value of innovative investment strategies that incorporate academic insights.
24-11-2015
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Investigación
Is rebalancing the source of factor premiums?
Some argue that the mere mechanism of rebalancing increases returns, and that this explains the success of factor investment strategies.
14-08-2015
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Investigación
Balanced exposure to factors in credits
Robeco Global Multi-Factor Credits, launched on June 15, 2015, is an innovative fund offering balanced exposure to the Low-Risk, Value, Momentum and Size factors in the credit market.
23-07-2015
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Visión
The beauty and the beast of value and momentum investing
We usually focus on how to make a good investment strategy even better, but in recent research we looked at how to make it worse.
22-07-2015
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Investigación
Factor investing works
Factor investing is in vogue.
06-01-2015
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Investigación
How factor investing also works for corporate bonds
Two Robeco researchers have become the first to analyze the effect that factor premiums can have on corporate bond investing.