Visión de mercado

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 | 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 | Investigación

Momentum had its ‘shot of momentum’ in 2020.

04-02-2021 | Visión

Data sets - the idiosyncratic momentum factor

A research-driven approach is at the core of everything we do.

31-12-2020 | 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 | 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.

09-10-2020 | Vídeo

EXPLOTACIONES INTELIGENTES. MEJORA CLIMÁTICA.

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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

Como inversores con pautas predefinidas, los inversores cuantitativos sacan partido de cómo reaccionan las personas ante los movimientos del mercado.

19-03-2020 | Vídeo

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

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

Should investors also ‘residualize’ bond momentum?

18-04-2018 | From the field

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

Siga leyendo

Does momentum investing work with futures?

09-08-2017 | Visión

Using credit information for Quant Equity

02-08-2017 | Investigación

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

Risk management plays a central role in our Core Quant strategies.

01-02-2017 | Visión

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

Volatility weighting applied to momentum strategies

Volatility weighting is a form of risk management for investment strategies.

13-01-2017 | Investigación

Inversión sobre el clima: de la emergencia a las soluciones

Siga leyendo

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

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 – 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

Smart beta indices are a popular way of implementing a factor investing strategy.

06-07-2016 | Investigación

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

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?

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?

Some argue that the mere mechanism of rebalancing increases returns, and that this explains the success of factor investment strategies.

14-08-2015 | Investigación

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

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 is in vogue.

06-01-2015 | 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.

11-11-2014 | Visión