Giving China its rightful share in your portfolio
Chinese stocks are a major new investment opportunity, yet they are under-represented in most portfolios, say Laurens Swinkels and Jaap Hoek.
23-10-2019 | 5ヵ年アウトルック
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 | リサーチ
Strong multi-asset factor performance over more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
12-02-2019 | リサーチ
Bond. Corporate Bond
What should and should not be included in strategic asset allocation is a hotly debated topic.
05-11-2018 | 5ヵ年アウトルック
Solvency II encourages risk-seeking behavior
Solvency II regulation should prevent insurance companies from going bankrupt.
02-10-2017 | リサーチ
The pitfalls of passive in a global multi-asset benchmark
There is no global benchmark for a multi-asset passive investment fund, so a group of researchers invented one – with surprising results.
20-09-2017 | 5ヵ年アウトルック
The Quality Factor
The quality effect is the tendency of high-quality stocks to outperform low-quality ones.
19-07-2017 | From the field
Estimating the equity risk premium
Assessing the equity risk premium (ERP) is an ongoing debate among academics.
28-06-2017 | From the field
Conservative investing in a solvency framework
Are conservative credit and equity strategies attractive under solvency regulations?
27-03-2017 | インサイト
Expenses and dividend taxes affect European index fund and ETF returns
European index funds and exchange-traded funds underperform their benchmarks by 50 to 150 basis points per annum.
25-01-2010 | リサーチ