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Introducing a new factor – Quality
Introducing a new factor – Quality
Robeco has long been a pioneer in quantitative investing, having exploited the Value and Momentum effects since the early 1990s and Low Volatility since 2006.
05-12-2016 | インサイト
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 | リサーチ
Short-term residual reversal
Short-term residual reversal
Conventional short-term reversal strategies exhibit dynamic exposures to the Fama and French (1993) factors.
17-11-2011 | リサーチ