spaines

Visión de mercado

Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
Podcast: Some factors are more equal than others
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | Podcast
Cuando la cosa se pone fea, los fondos cuantitativos se mantienen fieles a sus factores
Cuando la cosa se pone fea, los fondos cuantitativos se mantienen fieles a sus factores
Como inversores con pautas predefinidas, los inversores cuantitativos sacan partido de cómo reaccionan las personas ante los movimientos del mercado.
19-03-2020 | Vídeo
Residualizing Momentum in China
Residualizing Momentum in China
Previous studies have reported weak results for standard Momentum strategies in China.
02-01-2019 | From the field
The strategic case for emerging markets factor investing
The strategic case for emerging markets factor investing
Factor premiums can be found in stock markets across the world, including emerging markets.
11-10-2018 | Investigación
Intrinsic Momentum is also important for bonds
Intrinsic Momentum is also important for bonds
Should investors also ‘residualize’ bond momentum?
18-04-2018 | From the field
Replantéese todo lo que creía saber sobre IS.
Replantéese todo lo que creía saber sobre IS.
Lea más
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
Momentum in futures market
Momentum in futures market
Does momentum investing work with futures?
09-08-2017 | Visión
Using credit information for Quant Equity
Using credit information for Quant Equity
02-08-2017 | Investigación
The value of multiple momentum signals
The value of multiple momentum signals
The concept of Momentum is not only a basic principle of physics.
18-07-2017 | Investigación
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
Finding the right set of strategies
Finding the right set of strategies
Allocation to factors has become increasingly popular in recent years, but practical implementation remains a puzzle for many investors.
30-01-2017 | Retos del Factor investing
Covid-19 - Market Update
Covid-19 - Market Update
Siga leyendo
Volatility weighting applied to momentum strategies
Volatility weighting applied to momentum strategies
Volatility weighting is a form of risk management for investment strategies.
13-01-2017 | Investigación
Dynamic duration management in times of rising yields
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 | Visión
What is factor investing?
What is factor investing?
Although Factor Investing is rapidly gaining popularity, there are still ongoing debates about this concept.
15-09-2016 | Visión
Factor investing case studies – the merits of tailor made solutions
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 | Investigación
Factor Investing with smart beta indices
Factor Investing with smart beta indices
Smart beta indices are a popular way of implementing a factor investing strategy.
06-07-2016 | Investigación
Making the most of Momentum
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 | Visión
Factor Investing in the Corporate Bond Market
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 | Investigación
Can mutual funds successfully adopt factor investing strategies?
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 | Investigación
Is rebalancing the source of factor premiums?
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 | Investigación
Balanced exposure to factors in credits
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 | Visión
The beauty and the beast of value and momentum investing
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 | Investigación
Factor investing works
Factor investing works
Factor investing is in vogue.
06-01-2015 | Investigación
How factor investing also works for corporate bonds
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.
11-11-2014 | Visión
When factors disagree
When factors disagree
Generic strategies designed to harvest a certain factor premium regularly conflict with other factor premiums.
30-09-2014 | Investigación
Robeco’s residual momentum: less risky and more sustainable
Robeco’s residual momentum: less risky and more sustainable
Behavioral explanations of momentum suggest that momentum can be caused by overreaction or underreaction.
25-10-2013 | Visión
The momentum factor: the basics and Robeco’s solution
The momentum factor: the basics and Robeco’s solution
14-03-2013 | Visión
Momentum investing: the next game changer?
Momentum investing: the next game changer?
Investors are increasingly allocating strategically to factor premiums.
14-03-2013 | Visión
The added value of factor investing
The added value of factor investing
In this video, Investment Solutions’ Tom Steenkamp discusses Robeco research showing that the traditional small-cap, value, low-volatility and momentum factors not only improve equity portfolio efficiency but also work for credit and commodity portfolios.
16-11-2012 | Vídeo