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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
Investimenti a bassa volatilità: ora più che mai
Investimenti a bassa volatilità: ora più che mai
Le strategie a bassa volatilità sono in grado di gestire i cambiamenti in atto nel mondo degli investimenti, come l’ascesa degli investitori retail e l’andamento dei tassi di interesse.
01-06-2021 | 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
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
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
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | Ricerca
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 | Visione
All factor strategies go through long periods of poor performance
All factor strategies go through long periods of poor performance
Will factor investing continue to thrive?
18-11-2019 | Intervista
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
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
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
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
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 | Visione
Achieving your investment goals with factors: generating income
Achieving your investment goals with factors: generating income
Factor-based strategies can help generate income.
30-11-2018 | Visione
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 | Intervista
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
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
A smart approach to combine quant factors and sustainability
A smart approach to combine quant factors and sustainability
Factor-based equity strategies can help investors achieve sustainability objectives, in addition to better risk-return characteristics.
12-06-2018 | Visione
Guida al factor investing sui mercati azionari
Guida al factor investing sui mercati azionari
Il factor investing è in ascesa.
01-06-2018 | Visione
Achieving your investment goals with factors: enhance returns
Achieving your investment goals with factors: enhance returns
Factor-based strategies can enhance returns over the longer term.
28-05-2018 | 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
The Formula: Maximum drawdown
The Formula: Maximum drawdown
Preservation of capital and a steady performance are important considerations in investing.
02-04-2018 | 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
On the origins of factor investing
On the origins of factor investing
Where does factor investing come from?
26-03-2018 | Intervista
Putting factor investing theory into practice
Putting factor investing theory into practice
What are the basic steps investors should take to implement factor investing?
20-03-2018 | Intervista
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 | 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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