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
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
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 | ビデオ
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | ポッドキャスト
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread (DTS) is the market standard method for measuring the credit volatility of a corporate bond.
01-05-2020 | リサーチ
Staying the course and being selective reaps long-term rewards in EM
Emerging markets equity strategies with their value tilt should typically underperform in risk-off markets.
08-04-2020 | インサイト
Fundamental Equities: Investment update as the COVID-19 crisis intensifies
26-03-2020 | インサイト
Enhanced indexing solutions for insurers
Over the past decade, investors have operated a massive shift from actively managed strategies into passive ones.
26-03-2020 | インサイト
When markets get tough, quant funds stick with their factors
As rules-based investors, quant investors exploit human reactions to market movements.
19-03-2020 | ビデオ
A review of 20 years of academic literature on mutual funds
How skilled are asset managers?
19-03-2020 | From the field
Every dark cloud has a silver lining
The unprecedented market volatility presents opportunities for discerning equity investors.
18-03-2020 | ビデオ
After a ‘terrific’ decade, what’s next for low-risk stocks?
The decade of 2010 to 2019 was an exceptional one for equity investors, in many ways.
05-03-2020 | インサイト
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Pension regulations in the Nordic countries and the Netherlands are similar to insurance regulation in the European Union.
11-02-2020 | インサイト
Exclusions may simply be transferring a problem
Do exclusions work?
03-02-2020 | リサーチ
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | リサーチ
Index investing: passive in name only
Not all index-based products are alike.
18-12-2019 | From the field
Robeco turns 90 in a fast-changing fund industry
This 4 December, Robeco celebrates its 90th anniversary.
04-12-2019 | インサイト
A Low-Risk anomaly also in the crowdlending market
The existence of a low-risk anomaly has been firmly established for stocks and corporate bonds.
27-11-2019 | From the field
All factor strategies go through long periods of poor performance
Will factor investing continue to thrive?
18-11-2019 | インタビュー
Welcome to the world of pinball investing
In a whirlwind of contradicting news, markets seem to have created a new investment style: pinball.
29-10-2019 | Column
The brand-new pinball style
The past few weeks have been filled with news of US-China trade talks and Brexit.
23-10-2019 | 四半期アウトルック
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
Refining the inclusion of views in portfolio construction
Taking investors’ views into account when building portfolios is difficult but essential, says Roderick Molenaar.
09-10-2019 | 5ヵ年アウトルック
ETFs have yet to prove that they can beat active funds
Conventional wisdom has it that exchange-traded funds (ETFs) are an attractive, low-cost alternative to actively managed mutual funds.
07-10-2019 | リサーチ