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How to navigate the equity ‘factor zoo’
How to navigate the equity ‘factor zoo’
The number of equity factors reported in the academic literature has exploded.
27-03-2020 | Ricerca
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | Ricerca
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
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 | Ricerca
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 | Ricerca
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
Crash testing the Fama-French factor model in emerging stock markets
Crash testing the Fama-French factor model in emerging stock markets
Factor investing works in emerging stock markets, as well as in developed markets.
10-12-2018 | Ricerca
Lessons from our 2018 ‘Super Quant’ internships
Lessons from our 2018 ‘Super Quant’ internships
Top-notch investment strategies require top-notch research.
05-12-2018 | Ricerca
Thought smart beta indices had unlimited capacity? Think again!
Thought smart beta indices had unlimited capacity? Think again!
Following smart beta indices is a popular way to implement factor investing.
06-11-2018 | Ricerca
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 | Ricerca
Quantitative investing with a simple formula
Quantitative investing with a simple formula
Quantitative investing should be easy to understand.
09-05-2018 | Ricerca
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
No place for Liquidity in our set of relevant equity factors
No place for Liquidity in our set of relevant equity factors
A number of academic studies suggest that illiquid stocks should outperform liquid stocks to compensate for higher risk.
28-02-2018 | Ricerca
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
Risk Parity versus Mean-Variance: It’s all in the Views
Risk Parity versus Mean-Variance: It’s all in the Views
27-11-2017 | Ricerca
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 | Ricerca
Using credit information for Quant Equity
Using credit information for Quant Equity
02-08-2017 | Ricerca
The value of multiple momentum signals
The value of multiple momentum signals
The concept of Momentum is not only a basic principle of physics.
18-07-2017 | Ricerca
Factor investing: limited overcrowding risk
Factor investing: limited overcrowding risk
A key concern often voiced by factor investing and smart beta sceptics is the possible risk of overcrowding.
03-07-2017 | Ricerca
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
The smart beta ETF vogue is no threat to factor investing
The smart beta ETF vogue is no threat to factor investing
The success of smart beta ETFs has raised concerns over a possible ‘overcrowding’ of factor strategies.
29-03-2017 | Ricerca
New Enhanced Index fund: a global equity fund with tax benefits
New Enhanced Index fund: a global equity fund with tax benefits
Robeco has introduced a new version of the Enhanced Indexing fund for developed markets, which has been tax-optimized for Dutch retail investors.
13-12-2016 | 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
The profitability of low volatility
The profitability of low volatility
Some people argue that the low risk anomaly can be explained by ‘profitability’, an example of a ‘quality’ factor.
08-09-2016 | Ricerca
Factor investing versus sector investing
Factor investing versus sector investing
A recent study suggests that sector investing does as well or even better than factor investing in a long-only context.
01-09-2016 | Ricerca
Integrating sustainability into factor credit strategies
Integrating sustainability into factor credit strategies
The objective of our factor credit strategies is to maximize the portfolio’s factor exposure at low cost while limiting risks.
12-07-2016 | Ricerca
Factor investing case studies – the merits of tailor made solutions
Factor investing case studies – the merits of tailor made solutions
Factor investing – the investment strategy that aims to capture 'hidden' returns in financial markets – is rapidly gaining in popularity.
06-07-2016 | Ricerca
Factor Investing with smart beta indices
Factor Investing with smart beta indices
Smart beta indices are a popular way of implementing a factor investing strategy.
06-07-2016 | 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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