italyit

Approfondimenti

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
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
Factor investing debates: Are there any capacity issues?
Factor investing debates: Are there any capacity issues?
Even though factor premiums may be persistent, harvesting them in a consistent and efficient way is no mean feat.
30-12-2019 | Visione
Factor investing debates: Could factor premiums disappear?
Factor investing debates: Could factor premiums disappear?
With the increasing adoption of factor investing, one frequently heard criticism is that factor premiums may end up being arbitraged away.
28-11-2019 | Visione
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
The Essentials of factor investing
The Essentials of factor investing
Introducing our new learning tool on factor investing.
12-09-2019 | Visione
Factor investors should be patient and brave
Factor investors should be patient and brave
What’s best, quantitative or fundamental?
05-09-2019 | Intervista
A backtesting protocol in the era of machine learning
A backtesting protocol in the era of machine learning
Is machine learning really a game changer for finance?
08-08-2019 | From the field
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
Next time, ask your fund manager what kind of car they drive
Next time, ask your fund manager what kind of car they drive
Tell me what car you drive and I will tell you who you are.
13-12-2017 | From the field
Factor challenges: preparing for implementation
Factor challenges: preparing for implementation
How should I prepare for the implementation of a factor-based strategy?
28-11-2017 | Sfide relative al factor investing
Institutional asset managers add value... by using factors
Institutional asset managers add value... by using factors
Are factors the future of active asset management?
22-11-2017 | From the field
Mixed versus integrated multi-factor portfolios
Mixed versus integrated multi-factor portfolios
Many investors acknowledge the merits of factor investing but disagree on how to implement it.
12-10-2017 | Visione
Factor investing also works with Chinese A-shares
Factor investing also works with Chinese A-shares
Many characteristics set A-shares apart from other equities.
24-08-2017 | Intervista
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
Factor investing challenges: determining how much to allocate
Factor investing challenges: determining how much to allocate
Factor-based strategies have become increasingly popular in recent years.
30-06-2017 | Sfide relative al factor investing
Patience and high active share is a rare combination in asset management
Patience and high active share is a rare combination in asset management
When is active management really active?
19-06-2017 | Intervista
Ten misconceptions about smart beta investing
Ten misconceptions about smart beta investing
This paper* attempts to debunk no fewer than ten myths about smart beta.
07-06-2017 | From the field
Factor investing challenges: underperforming the benchmark
Factor investing challenges: underperforming the benchmark
Factor based allocation has become increasingly popular in recent years.
31-05-2017 | Sfide relative al factor investing
Factor investing challenges: limiting turnover
Factor investing challenges: limiting turnover
Factor-based allocation has become increasingly popular in recent years.
05-05-2017 | Sfide relative al factor investing
Factor investing challenges: unintended sector biases
Factor investing challenges: unintended sector biases
Factor-based allocation has become increasingly popular in recent years.
31-03-2017 | Sfide relative al factor investing
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
Decomposing fundamental indexation?
Decomposing fundamental indexation?
Previous studies have shown that the value added by fundamental indexation strategies is entirely driven by their implicit exposure to the classic value premium.
22-03-2017 | From the field
Is smart beta performance driven by rising valuations?
Is smart beta performance driven by rising valuations?
Rob Arnott, argues that the good recent performance of many smart beta strategies has mainly been driven by rising valuations.
08-03-2017 | From the field
Unintended factor biases
Unintended factor biases
Allocation to factors has become increasingly popular in recent years, but practical implementation remains a puzzle for many investors.
28-02-2017 | Sfide relative al factor investing
The case against the size premium
The case against the size premium
This Research Affiliates research note argues that the size premium does not exist.
14-12-2016 | From the field
Factor investing revisited
Factor investing revisited
Does strategic allocation to well-know factors really work?
15-09-2015 | Ricerca
The Dark Side of Passive Investing
The Dark Side of Passive Investing
Passive investing ranks among the most successful innovations of modern finance.
15-11-2014 | Ricerca
On the expected performance of market timing strategies
On the expected performance of market timing strategies
We derive expressions for the information ratio (IR) that can be expected from directional market-timing strategies.
14-11-2014 | Ricerca
Factor investing: why implementation is important
Factor investing: why implementation is important
Factor investing is becoming more popular.
19-09-2014 | Visione
Logo

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.

Rifiuto