Spring has to come simply because economic fundamentals require it
How do you perceive the quant equity winter?
26-02-2021 | インタビュー
Asset managers are yet to truly embrace sustainability
Proxy voting is a powerful tool for shareholders to steer corporate agendas towards sustainability-focused decision making.
24-02-2021 | リサーチ
We will set five-year carbon footprint reduction goals
Decarbonization in the making.
22-02-2021 | インタビュー
ETFs have yet to prove that they can beat active funds
Exchange-traded funds (ETFs) are commonly regarded as efficient, low-cost alternatives to actively managed mutual funds.
18-02-2021 | リサーチ
How regulation will enhance sustainable investing in 2021
Integrating sustainability into investments will become much higher profile under new EU regulations that take effect this year.
17-02-2021 | インサイト
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021 | リサーチ
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | インサイト
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | インサイト
Beat the headline
The events that have unraveled over the last quarter have added support to our constructive stance on global equities.
25-01-2021 | Column
SI Outlook 2021: From ambition and policy to actual portfolio impact
What does Robeco expect in the world of sustainable investing in 2021?
14-01-2021 | Webinar
Factor investing debates: Do big data and AI herald a new dawn for quant?
Factor investing is based on decades of publicly available empirical studies.
11-01-2021 | インサイト
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
31-12-2020 | Data sets
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 | インサイト
Podcast: Why I believe the quant winter will end
Will value stocks make a comeback in 2021?
17-12-2020 | ポッドキャスト
Investors should always strive to understand observed performance
Mathijs van Dijk is Professor of Financial Markets at the Rotterdam School of Management, Erasmus University.
02-12-2020 | インタビュー
Quant solutions must look beyond the most conventional factors
Quant strategies have come under pressure over the past two years.
24-11-2020 | インタビュー
Long read: Why I am more bullish than ever on quant
Following more than two years of quant strategies generally underperforming sharply, investors are questioning whether quantitative investing is still viable.
11-11-2020 | Column
Aligning multi-factor credit strategies with the SDGs
We present the latest innovation in our sustainable investing approach.
03-11-2020 | インサイト
Factor investing – going beyond Fama and French
There is more to factor investing than the standard academic factors, says Head of Quant Research David Blitz.
02-11-2020 | 5ヵ年アウトルック
'Most stocks do not outperform Treasury Bills in the long run'
A growing number of studies show that a tiny fraction of stocks account for virtually all the value created in the equity market.
30-10-2020 | インタビュー
Is there value in fallen angels?
Credit downgrades can be an opportunity for high yield investors.
29-10-2020 | インサイト
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020 | インサイト
Keep your eye on the relevant ball
I know a lot, really.
19-10-2020 | Column
Trends investing: finding the winners among skewed equity returns
A tiny proportion of stocks account for most of the market’s returns.
19-10-2020 | 5ヵ年アウトルック
The Big Book of trends and thematic investing
Trends and thematic investment strategies have enjoyed quite some popularity over the past few years.
15-10-2020 | リサーチ
Carbon pricing, asset allocation and climate goals
Assessing carbon risk in portfolios is a difficult but necessary task for investors.
12-10-2020 | 5ヵ年アウトルック
There is more to factor investing than just Fama-French
The period of 2010-2019 was a lost decade for the five Fama-French factors, leading many to question whether Value was dead and whether Size had ever worked at all.
09-10-2020 | ビデオ
Addressing carbon risk in investor portfolios
Investors have a role to play in facilitating the transition to a low-carbon economy.
09-10-2020 | Digital event
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020 | リサーチ
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | インサイト