spaines

Visión de mercado

Descubriendo las promesas y retos del Factor Investing
Descubriendo las promesas y retos del Factor Investing
La transición hacia el Factor Investing parece haber hecho una pausa para tomar aliento.
23-10-2019 | Entrevista
CO2 emissions and the pricing of climate risk
CO2 emissions and the pricing of climate risk
Does lower sustainability mean lower returns?
23-09-2019 | From the field
Pension fund chooses maximum sustainability and low tracking error
Pension fund chooses maximum sustainability and low tracking error
Quant meets sustainability.
16-09-2019 | Visión
Los Essentials del Factor Investing
Los Essentials del Factor Investing
Presentamos nuestra nueva herramienta didáctica sobre el Factor Investing.
12-09-2019 | Visión
The active world of passive investing
The active world of passive investing
Thought exchange-traded funds (ETFs) were passive?
11-09-2019 | From the field
Factor investors should be patient and brave
Factor investors should be patient and brave
What’s best, quantitative or fundamental?
05-09-2019 | Entrevista
Robeco’s Blitz wins award for low volatility article
Robeco’s Blitz wins award for low volatility article
Robeco’s Head of Quant Research has won a prestigious award for an article on hedge funds and the low volatility anomaly.
04-09-2019 | Visión
Applying big data to investment processes
Applying big data to investment processes
“Jacob Buitelaar is co-head of equity portfolio engineering & trading team at Robeco, based in Rotterdam.
30-08-2019 | Entrevista
Short-term factor momentum
Short-term factor momentum
The evidence for the existence of various factor premiums is strong.
21-08-2019 | From the field
Estamos desarrollando alternativas basadas en factores a las estrategias pasivas de renta fija
Estamos desarrollando alternativas basadas en factores a las estrategias pasivas de renta fija
La inversión cuantitativa en los mercados de renta fija ha ido avanzando de manera lenta pero segura en los últimos años.
21-08-2019 | Visión
A backtesting protocol in the era of machine learning
A backtesting protocol in the era of machine learning
Is machine learning really a game changer for finance?
08-08-2019 | From the field
Seasonal patterns in individual stock returns
Seasonal patterns in individual stock returns
New insights on monthly stock return patterns.
10-07-2019 | From the field
Robeco Quarterly July 2019
Robeco Quarterly July 2019
The 12th edition of Robeco Quarterly – our quant, sustainability and research magazine – is now available.
04-07-2019 | Revista
‘Combining quant and SI yields cost-effective solutions’
‘Combining quant and SI yields cost-effective solutions’
In our latest podcast, Core Quant portfolio manager Machiel Zwanenburg discusses the need for sustainability building blocks to suit different client needs.
28-06-2019 | Podcast
Media spotlight does not drive the Volatility effect in equities
Media spotlight does not drive the Volatility effect in equities
Investors’ appetite for stocks frequently mentioned in the news is often raised to explain the Volatility effect.
26-06-2019 | Visión
Strong hands needed to unlock the potential of factor investing
Strong hands needed to unlock the potential of factor investing
The average investor is not good at timing.
19-06-2019 | Visión
The characteristics of factor investing
The characteristics of factor investing
To make the most of factor investing, understanding how factors work and interact is key.
14-06-2019 | Investigación
Were markets efficient, past prices should not tell anything about the future
Were markets efficient, past prices should not tell anything about the future
What exactly drives factor premiums?
12-06-2019 | Visión
The best strategy is the one you can stick with through thick and thin
The best strategy is the one you can stick with through thick and thin
Bringing quant investing to non-quants is tough but worthwhile.
29-05-2019 | Entrevista
Guide to low volatility investing
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | Visión
Robeco publishes a new book of collected articles on quant investing in EMs
Robeco publishes a new book of collected articles on quant investing in EMs
Our new publication ‘A quant approach to emerging markets investing – Collected Robeco articles’ is now available.
29-04-2019 | Investigación
Factors are a permanent feature of financial markets
Factors are a permanent feature of financial markets
Are factor premiums here to stay?
12-04-2019 | Visión
Robeco Quarterly, marzo de 2019
Robeco Quarterly, marzo de 2019
Acabamos de publicar la 11ª edición de Robeco Quarterly, nuestra revista sobre análisis e inversión cuantitativa y sostenible.
04-04-2019 | Revista
 The Robeco Factor Investing Thesis Award
The Robeco Factor Investing Thesis Award
For the second year in a row, Robeco will present its Thesis Award in recognition of excellent financial research.
15-03-2019 | Noticia
It’s not about active or passive, but about costs
It’s not about active or passive, but about costs
What if costs were the real issue in the heated active versus passive debate?
06-03-2019 | From the field
Implementing quant strategies in EM the smart way
Implementing quant strategies in EM the smart way
Quantitative stock selection models work as well in emerging markets (EM) as they do in developed ones (DM).
25-02-2019 | Visión
'Más que una caja negra, la inversión por factores es una caja de cristal'
'Más que una caja negra, la inversión por factores es una caja de cristal'
En el segundo podcast, David Blitz analiza las últimas tendencias y asuntos de la inversión por factores, con la que los inversores se fijan en factores como los de volatilidad baja, valor o momentum para seleccionar los mejores valores para sus fondos.
18-02-2019 | Podcast
The investment industry needs to keep up its education efforts
The investment industry needs to keep up its education efforts
Over the past five years, FTSE Russell’s annual smart beta survey of asset owners has become a must-read.
11-02-2019 | Entrevista
Enhanced Indexing: una alternativa mejor fundamentada a la inversión pasiva
Enhanced Indexing: una alternativa mejor fundamentada a la inversión pasiva
Este nuevo folleto explica por qué la indexación mejorada representa una alternativa interesante a las estrategias pasivas.
07-01-2019 | Visión
Rising up against passive S&P 500 strategies
Rising up against passive S&P 500 strategies
Many equity investors are giving up on active management.
20-12-2018 | Visión