spaines

Visión de mercado

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 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
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
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
 ‘We want to learn from centuries of investment history’
‘We want to learn from centuries of investment history’
Rules-based investing can be very transparent.
23-11-2018 | Visión
Breaking away from market-cap weighting is really important
Breaking away from market-cap weighting is really important
Mebane – or ‘Meb’ as he is known – Faber is co-founder and chief investment officer of Cambria Investment Management.
19-11-2018 | Entrevista
Alcance sus objetivos de inversión empleando factores: exposición a factores específicos
Alcance sus objetivos de inversión empleando factores: exposición a factores específicos
Las estrategias basadas en factores pueden ayudar a los inversores a dotarse de exposición a un factor en concreto.
25-10-2018 | Visión
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
Using crowdsourced employer reviews to select stocks
Using crowdsourced employer reviews to select stocks
Can crowdsourced data help investors take better decisions?
28-09-2018 | From the field
Alcance sus objetivos de inversión empleando factores: reducir costes
Alcance sus objetivos de inversión empleando factores: reducir costes
Las estrategias que utilizan factores ayudan a los inversores a reducir los costes de gestión.
03-09-2018 | Visión
Selecting managers based on their past performance
Selecting managers based on their past performance
Is past performance of any use for investors?
28-08-2018 | From the field
The value of visibility
The value of visibility
This paper analyzes the relation between firm visibility and stock returns.
04-07-2018 | From the field
Alcance sus objetivos de inversión empleando factores: mejorar la diversificación
Alcance sus objetivos de inversión empleando factores: mejorar la diversificación
Las estrategias que utilizan factores ayudan a los inversores a construir carteras mejor diversificadas.
28-06-2018 | Visión
Un enfoque inteligente que combina factores cuantitativos y sostenibilidad
Un enfoque inteligente que combina factores cuantitativos y sostenibilidad
Las estrategias de renta variable basadas en factores pueden ayudar a los inversores a alcanzar sus objetivos de sostenibilidad, y presentan además mejores características riesgo/rentabilidad.
12-06-2018 | Visión
The misguided beliefs of financial advisors
The misguided beliefs of financial advisors
Financial advice for private investors has been criticized to be costly or of low quality.
06-06-2018 | From the field
Factor investing is here to stay
Factor investing is here to stay
Factor investing has strong empirical backing and will not fade away.
28-05-2018 | Entrevista
Alcance sus objetivos de inversión empleando factores: Mejorar la rentabilidad
Alcance sus objetivos de inversión empleando factores: Mejorar la rentabilidad
Las estrategias basadas en factores pueden mejorar la rentabilidad a largo plazo.
28-05-2018 | Visión
Transitioning from procyclical to countercyclical behavior
Transitioning from procyclical to countercyclical behavior
Are large institutional investors pro- or countercyclical?
02-05-2018 | From the field
Alcance sus objetivos de inversión empleando factores: Reducir el riesgo
Alcance sus objetivos de inversión empleando factores: Reducir el riesgo
Las estrategias basadas en factores pueden ayudar a reducir el posible riesgo a la baja.
25-04-2018 | Visión
Fundamental Law of Active Management shows way to higher information ratio
Fundamental Law of Active Management shows way to higher information ratio
The Fundamental Law of Active Management by Grinold and Kahn is designed to assess the value of active management, as expressed by the information ratio, using only two variables.
09-04-2018 | Visión
Guide to emerging markets
Guide to emerging markets
When you decide to invest in emerging markets, there is a range of approaches to choose from.
09-04-2018 | Visión
Sobre los orígenes del Factor Investing
Sobre los orígenes del Factor Investing
¿De dónde viene el Factor Investing?
26-03-2018 | Entrevista
Trading is an opportunity to capture alpha
Trading is an opportunity to capture alpha
Trading is often considered a necessary, but tedious and costly step of the investment process.
05-03-2018 | Visión
Indexación mejorada: la alternativa mejor fundamentada a la inversión pasiva
Indexación mejorada: la alternativa mejor fundamentada a la inversión pasiva

Nueve académicos hablan sobre la investigación, la teoría y la aplicación práctica del Factor Investing Nuestro nuevo manual incluye:

26-02-2018 | Visión
Why ETFs can be more expensive than you think
Why ETFs can be more expensive than you think
The recent rise of passive and smart beta strategies has resulted mainly from the success of ETFs.
24-01-2018 | From the field
Anomalies remain strong in international equity markets after publication
Anomalies remain strong in international equity markets after publication
One oft-heard concern on factor investing is that factors could be arbitraged away.
03-01-2018 | From the field
Next time, ask your fund manager what kind of car they drive
Next time, ask your fund manager what kind of car they drive
Tell me what car you drive and I will tell you who you are.
13-12-2017 | From the field
Academic research absolutely supports smart beta
Academic research absolutely supports smart beta
For over four decades, Burton Malkiel has advocated for broad passive exposure to financial markets.
11-12-2017 | Entrevista
Perder dinero con la inversión pasiva
Perder dinero con la inversión pasiva
La inversión pasiva ha adquirido gran popularidad, pero también suscita importantes preocupaciones.
18-10-2017 | Columna