spaines

Visión de mercado

Is shared analyst coverage the source of all spillover effects?
Is shared analyst coverage the source of all spillover effects?
A wide range of spillover effects has been documented in the academic literature.
22-01-2020 | From the field
Innovation is a crucial way to strengthen our quant offering
Innovation is a crucial way to strengthen our quant offering
Is the emergence of alternative data and artificial intelligence a game changer for quant investors?
25-11-2019 | Visión
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
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
La inversión pasiva y la sostenibilidad son incompatibles
La inversión pasiva y la sostenibilidad son incompatibles
La inversión sostenible implica tomar decisiones de gestión activa, por lo que no puede realizarse de forma puramente pasiva, según los especialistas cuantitativos de Robeco.
18-09-2018 | 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
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
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
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
Quant research at Robeco: From theory to practice
Quant research at Robeco: From theory to practice
David Blitz explains why quantitative research is so important for Robeco and the investment solutions it creates.
06-02-2018 | Vídeo
Los desafíos del Factor Investing: preparando su implementación
Los desafíos del Factor Investing: preparando su implementación
¿Cómo debería prepararme para adoptar una estrategia basada en factores?
28-11-2017 | Retos del Factor investing
Enhanced Indexing (indexación mejorada): una alternativa a las estrategias pasivas
Enhanced Indexing (indexación mejorada): una alternativa a las estrategias pasivas
A pesar de la popularidad de la inversión pasiva, existen buenos motivos para plantearse la adopción de un enfoque alternativo.
04-10-2017 | Vídeo
Uncovering Trend Rules
Uncovering Trend Rules
This research paper, published in the Fall 2017 issue of the Journal of Alternative Investments, uncovers the return-weighting schemes implied by conventional price-moving averages, which are widely-used indicators in technical analysis.
30-09-2017 | Investigación
Two emerging market strategies can be stronger than one
Two emerging market strategies can be stronger than one
Emerging market equity investors have a wide range of strategies to choose from.
13-09-2017 | Visión
Using quant strategies in emerging markets
Using quant strategies in emerging markets
The growing popularity of passive investing using index trackers has enabled many investors to access emerging markets, of which Brazil is a prominent member, at relatively low cost.
15-04-2015 | Visión
Core and Active Quant Emerging Markets: the importance of research
Core and Active Quant Emerging Markets: the importance of research
Robeco portfolio manager Wilma de Groot explains the importance of research and discusses two major new projects in her department.
29-10-2014 | Investigación
Tracking error allocation
Tracking error allocation
How can active managers ensure they maximize the added value from each investment decision?
10-08-2001 | Investigación