Factor investing – the flipside of following the index
Investing in market-cap weighted indexes and factor indexes has serious disadvantages, according to Han Dieperink and Joop Huij.
07-12-2015
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Can mutual funds successfully adopt factor investing strategies?
To the best of our knowledge, no study has been conducted on the added value of innovative investment strategies that incorporate academic insights.
24-11-2015
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Factor investing works
Factor investing is in vogue.
06-01-2015
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Factor investing: why implementation is important
Factor investing is becoming more popular.
19-09-2014
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Efficient factor investing strategies - A ‘Sharper’ approach to harvesting factor premiums
There is a shift towards allocating to the factor premiums momentum, value and low volatility.
27-08-2014
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What is the best approach to factor investing?
Factor investing is gaining ground.
03-09-2013
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Short-term residual reversal
Conventional short-term reversal strategies exhibit dynamic exposures to the Fama and French (1993) factors.
17-11-2011
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Taking biases out of earnings revisions
New research from Robeco identifies and corrects for biases in analyst earnings revisions, says Senior Quantitative Equities Researcher, Joop Huij.
08-10-2011
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Another look at trading costs and short-term reversal profits
Several studies report that abnormal returns associated with short-term reversal investment strategies diminish once transaction costs are taken into account.
01-07-2011
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Is the value premium really compensation for distress risk?
This study provides a comprehensive investigation of the relation between the value anomaly and distress risk.
