japanja

インサイト

Solving the sustainable investment dilemma
Solving the sustainable investment dilemma
Combining quant and sustainable investing efficiently requires expertise.
25-05-2020 | インタビュー
Value ain’t dead
Value ain’t dead
Value stocks have underperformed growth stocks over the past decade.
20-05-2020 | From the field
Podcast: Some factors are more equal than others
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | ポッドキャスト
Factor investing: will the benefit of having a small and mid-cap tilt return?
Factor investing: will the benefit of having a small and mid-cap tilt return?
The March 2020 market sell-off hit small and mid-caps stocks especially hard.
11-05-2020 | インサイト
Now more than ever, it’s time to think outside the Fama-French factor box
Now more than ever, it’s time to think outside the Fama-French factor box
2010-2019 was a lost decade for the Fama-French factors.
28-04-2020 | リサーチ
Appraising home bias exposure
Appraising home bias exposure
The home market bias is one of the clearest examples of behavioral biases among investors.
22-04-2020 | From the field
Equity styles and the Spanish flu
Equity styles and the Spanish flu
Covid-19 first appeared at the start of December 2019.
02-04-2020 | インサイト
How to navigate the equity ‘factor zoo’
How to navigate the equity ‘factor zoo’
The number of equity factors reported in the academic literature has exploded.
27-03-2020 | リサーチ
Enhanced indexing solutions for insurers
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
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
A review of 20 years of academic literature on mutual funds
How skilled are asset managers?
19-03-2020 | From the field
グローバル債券市場全体からファクタープレミアムを捕捉
グローバル債券市場全体からファクタープレミアムを捕捉
ロベコは、最新のクオンツ・リサーチと、社債ファクター投資の分野で長年にわたり培ってきた専門知識とを融合し、新たなイノベーションを実現しました。
18-03-2020 | インサイト
Podcast: One bird, two stones
Podcast: One bird, two stones
Is a fundamental or quant-driven approach the best way forward for investors looking to tap emerging markets?
13-03-2020 | ポッドキャスト
After a ‘terrific’ decade, what’s next for low-risk stocks?
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
Simplistic factor models may get arbitraged out of existence
Simplistic factor models may get arbitraged out of existence
Which financial innovations will investors remember 20 years from now?
26-02-2020 | インタビュー
Bringing the quant research and the production data together
Bringing the quant research and the production data together
Researching, designing and implementing top-notch quantitative investment strategies requires good data sources.
24-02-2020 | インサイト
Factor investing debates: Are fees the most important variable in product selection?
Factor investing debates: Are fees the most important variable in product selection?
To choose a product, investors tend to rely on a few easy-to-grasp variables, like recent performance and, increasingly, fees.
14-02-2020 | インサイト
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
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
Solutions for insurers with the ‘power of three’
Solutions for insurers with the ‘power of three’
The continuing low yield environment and increasing regulatory requirements for insurers make it vital to have the right investment partner.
03-02-2020 | インサイト
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | リサーチ
Factor investing debates: Are there any capacity issues?
Factor investing debates: Are there any capacity issues?
Even though factor premiums may be persistent, harvesting them in a consistent and efficient way is no mean feat.
30-12-2019 | インサイト
ファクター投資を取り巻く論争:ファクタープレミアムは消滅するか
ファクター投資を取り巻く論争:ファクタープレミアムは消滅するか
ファクター投資の採用が広がるなか、ファクタープレミアムは裁定取引によっていずれ消滅してしまうであろうという、非難めいた議論をよく耳にします。
27-12-2019 | インサイト
Index investing: passive in name only
Index investing: passive in name only
Not all index-based products are alike.
18-12-2019 | From the field
Short positions do not add value to factor investing strategies
Short positions do not add value to factor investing strategies
Common wisdom among academics and investors has it that factors are best harvested using both long and short positions.
09-12-2019 | リサーチ
A Low-Risk anomaly also in the crowdlending market
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
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
ファクター戦略による投資目標達成:特定のファクターへのエクスポージャー取得
ファクター戦略による投資目標達成:特定のファクターへのエクスポージャー取得
ファクターに基づく戦略は、特定のファクターへのエクスポージャー取得に役立ちます。
31-10-2019 | インサイト
Uncovering the promises and challenges of factor investing
Uncovering the promises and challenges of factor investing
The shift towards factor investing seems to be pausing for breath.
23-10-2019 | インタビュー
ETFs have yet to prove that they can beat active funds
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
An empirical test of factors in the unchartered waters of EM credits
An empirical test of factors in the unchartered waters of EM credits
Emerging credit markets have seen tremendous growth over the past two decades.
30-09-2019 | リサーチ