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The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
20-11-2019 | Ricerca
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 | Visione
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 | Ricerca
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
Looking for defensive European stocks? Follow the guide...
Looking for defensive European stocks? Follow the guide...
In order to thrive, quant strategies do not necessarily have to be black boxes.
28-05-2019 | Visione
“Solo a posteriori si vedranno i vantaggi degli investimenti low vol”
“Solo a posteriori si vedranno i vantaggi degli investimenti low vol”
Nel nostro ultimo podcast, Pim van Vliet, head of Global Conservative Equities, parla dei pregi degli investimenti a bassa volatilità.
29-04-2019 | Podcast
Are mutual funds on the other side of the low volatility trade?
Are mutual funds on the other side of the low volatility trade?
This new research helps to explain the existence of the low volatility anomaly.
03-04-2019 | From the field
 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 | Notizie
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
Low risk in China
Low risk in China
Does low-risk investing work with A-shares?
13-02-2019 | From the field
Diverging fortunes for low-risk stocks as EM and DM decouple
Diverging fortunes for low-risk stocks as EM and DM decouple
So far, 2018 has been marked by a clear decoupling of emerging and developed equity markets.
23-10-2018 | Visione
Hedge funds and the low volatility trade
Hedge funds and the low volatility trade
The low volatility anomaly has long been used by Robeco’s quant funds to generate higher returns at lower risk.
30-08-2018 | Ricerca
Upside down world in this late-cycle bull market
Upside down world in this late-cycle bull market
The past two years have been characterized by unusually high equity returns and low volatility.
20-08-2018 | Visione
Volatility lessons
Volatility lessons
In this paper Eugene Fama and Kenneth French look at the importance of volatility over longer investment horizons.
01-08-2018 | From the field
 Risky CAPE ratios? Keep calm and reduce downside risk
Risky CAPE ratios? Keep calm and reduce downside risk
High CAPE ratio levels do not signify an imminent end to the bull market.
27-07-2018 | Visione
Short Maturity = low risk, less volatility
Short Maturity = low risk, less volatility
Increasing volatility and rising interest rates – not really the cocktail of choice for the risk-averse credit investor.
23-05-2018 | Visione
Quantitative investing with a simple formula
Quantitative investing with a simple formula
Quantitative investing should be easy to understand.
09-05-2018 | Ricerca
Achieving your investment goals with factors: Reduce risk
Achieving your investment goals with factors: Reduce risk
Factor-based strategies can help reduce potential downside risk.
25-04-2018 | Visione
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
Fama-French 5-factor model: five major concerns
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 | Ricerca
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Benchmark followers amplify the low volatility effect.
07-03-2018 | From the field
Tweaking a popular low volatility index
Tweaking a popular low volatility index
Investment solutions based on popular smart beta indices have enjoyed tremendous success.
14-02-2018 | From the field
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
Are low-volatility stocks becoming expensive?
Are low-volatility stocks becoming expensive?
Due to uncertainty in financial markets, low-volatility stocks are in high demand.
04-01-2018 | Ricerca
Investment lessons from the racetrack
Investment lessons from the racetrack
Misperceptions matter.
11-10-2017 | From the field
Rankings and risk-taking in the financial industry
Rankings and risk-taking in the financial industry
Rankings matter.
20-09-2017 | From the field
Five concerns with low volatility index ETFs
Five concerns with low volatility index ETFs
Equity investors have a choice between active low volatility managers and low volatility index ETFs.
27-06-2017 | 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
The rise of Factor Investing - is it just a hype?
The rise of Factor Investing - is it just a hype?
Factor Investing is increasingly in the spotlight.
05-04-2017 | Video
Tre modi per implementare fattori e smart beta
Tre modi per implementare fattori e smart beta
Le strategie basate su fattori e lo smart beta sfruttano premi offerti dai fattori.
29-03-2017 | Visione
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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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