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Risky CAPE: Is there an alternative?
Risky CAPE: Is there an alternative?
The prospect of rising real yields could accentuate the elevated nature of equity market valuations.
01-11-2021 | Visione
‘Moore’s Law is disrupting the world of quant investing’
‘Moore’s Law is disrupting the world of quant investing’
Increasing computing power is altering the investment landscape.
16-08-2021 | Intervista
The Low Volatility effect in China
The Low Volatility effect in China
In our recent study, we uncover the presence of a strong Low Volatility effect in the Chinese A-share market.
19-05-2021 | Visione
When equity factors drop their shorts
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | Visione
Data sets – Volatility-sorted portfolios
Data sets – Volatility-sorted portfolios
This dataset file contains two volatility-sorted datasets going back to 1929.
31-12-2020 | Data sets
Has Low Volatility lost its mojo?
Has Low Volatility lost its mojo?
2020 has been a difficult year for Low Volatility investors and this year’s performance has been truly challenging, amounting to a period of soul searching.
21-12-2020 | Visione
Quant solutions must look beyond the most conventional factors
Quant solutions must look beyond the most conventional factors
Quant strategies have come under pressure over the past two years.
24-11-2020 | Intervista
Will Value survive the quant winter?
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | Visione
Podcast: Some factors are more equal than others
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | Podcast
Stili azionari e sinergie con l’influenza spagnola
Stili azionari e sinergie con l’influenza spagnola
Il Covid-19 ha fatto la sua prima comparsa all’inizio di dicembre 2019.
02-04-2020 | Visione
Quando i mercati diventano duri, i fondi quant rimangono fedeli ai loro fattori
Quando i mercati diventano duri, i fondi quant rimangono fedeli ai loro fattori
In qualità di investitori basati su regole, gli investitori quant sfruttano le reazioni umane ai movimenti del mercato.
19-03-2020 | Video
After a ‘terrific’ decade, what’s next for low-risk stocks?
After a ‘terrific’ decade, what’s next for low-risk stocks?
The decade of 2010 to 2019 was an exceptional one for equity investors, in many ways.
05-03-2020 | Visione
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | Ricerca
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 | Visione
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 | Visione
The long-run value of Conservative Equities
The long-run value of Conservative Equities
Should low volatility investing just be about minimizing volatility?
01-03-2019 | Ricerca
Factor outperformance for more than two centuries
Factor outperformance for more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
12-02-2019 | Ricerca
Fama-French 5-factor model: why more is not always better
Fama-French 5-factor model: why more is not always better
Fama and French have expanded their original 3-factor model by adding two factors.
15-09-2018 | Visione
Quantitative investing with a simple formula
Quantitative investing with a simple formula
Quantitative investing should be easy to understand.
09-05-2018 | Ricerca
High dividend investing: buy them stable & strong
High dividend investing: buy them stable & strong
Stock price fluctuations tend to monopolize investors’ attention, on a daily basis.
24-04-2018 | Visione
Low turnover: a virtue of low volatility
Low turnover: a virtue of low volatility
Trading is necessary to follow an active strategy, but excessive trading is linked to human behavior.
24-01-2018 | Ricerca
Investment lessons from the racetrack
Investment lessons from the racetrack
Misperceptions matter.
11-10-2017 | From the field
Solvency II encourages risk-seeking behavior
Solvency II encourages risk-seeking behavior
Solvency II regulation should prevent insurance companies from going bankrupt.
02-10-2017 | Ricerca
Chinese A-shares: does taking risk pay off?
Chinese A-shares: does taking risk pay off?
Is risk rewarded on the Chinese A-share market?
27-07-2017 | Ricerca
Il Paradosso del rapporto rischio-rendimento negli investimenti a bassa volatilità
Il Paradosso del rapporto rischio-rendimento negli investimenti a bassa volatilità
In anni recenti, quello della bassa volatilità è diventato un nuovo stile d’investimento che offre un rischio più basso senza ridurre il rendimento.
25-04-2017 | Video
Low Volatility in historical perspective: Fund investing since 1774
Low Volatility in historical perspective: Fund investing since 1774
As portfolio managers of Robeco Conservative Equities, we want to place our role into a historical perspective and learn from the history of financial markets, and mutual funds in particular.
21-09-2016 | Ricerca
Honey, how much did you say you paid for these low-vol stocks?
Honey, how much did you say you paid for these low-vol stocks?
Investors are worried about the high valuations of stocks in general and low-volatility stocks in particular.
12-09-2016 | Ricerca
Low-volatility evidence dating back to 1873
Low-volatility evidence dating back to 1873
As new historical databases are opening up, there are great opportunities for out-of-sample tests of market anomalies.
15-02-2016 | Visione
Are all low vol stocks really that sensitive to interest rate risk?
Are all low vol stocks really that sensitive to interest rate risk?
Investors are still awaiting the first rate hike by the Federal Reserve since June 2006.
11-11-2015 | Visione
Beauty and the beast of low-volatility investing
Beauty and the beast of low-volatility investing
Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy.
17-02-2015 | Ricerca
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Disclaimer

Confermo di essere un cliente professionale

Le informazioni e le opinioni contenute in questa sezione del Sito cui sta accedendo sono destinate esclusivamente a Clienti Professionali come definiti dal Regolamento Consob n. 16190 del 29 ottobre 2007 (articolo 26 e Allegato 3) e dalla Direttiva CE n. 2004/39 (Allegato II), e sono concepite ad uso esclusivo di tali categorie di soggetti. Ne è vietata la divulgazione, anche solo parziale.

Al fine di accedere a tale sezione riservata, si prega di confermare di essere un  Cliente Professionale, declinando Robeco qualsivoglia responsabilità in caso di accesso effettuato da una persona che non sia un cliente professionale.

In ogni caso, le informazioni e le opinioni ivi contenute non costituiscono un'offerta o una sollecitazione all'investimento e non costituiscono una raccomandazione o consiglio, anche di carattere fiscale, o un'offerta, finalizzate all'investimento, e non devono in alcun caso essere interpretate come tali.

Prima di  ogni investimento, per una descrizione dettagliata delle caratteristiche, dei rischi e degli oneri connessi, si raccomanda di esaminare il Prospetto, i KIIDs delle classi autorizzate per la commercializzazione in Italia, la relazione annuale o semestrale e lo Statuto, disponibili sul presente Sito o presso i collocatori.
L’investimento in prodotti finanziari è soggetto a fluttuazioni, con conseguente variazione al rialzo o al ribasso dei prezzi, ed è possibile che non si riesca a recuperare l'importo originariamente investito.

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