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ファクター戦略による投資目標達成:より効果的な分散
ファクター戦略による投資目標達成:より効果的な分散
ファクターに基づく戦略は、より効果的に分散されたポートフォリオの構築に役立ちます。
12-07-2019 | インサイト
Strong hands needed to unlock the potential of factor investing
Strong hands needed to unlock the potential of factor investing
The average investor is not good at timing.
19-06-2019 | インサイト
The investment industry needs to keep up its education efforts
The investment industry needs to keep up its education efforts
Over the past five years, FTSE Russell’s annual smart beta survey of asset owners has become a must-read.
11-02-2019 | インタビュー
Thought smart beta indices had unlimited capacity? Think again!
Thought smart beta indices had unlimited capacity? Think again!
Following smart beta indices is a popular way to implement factor investing.
06-11-2018 | リサーチ
Achieving your investment goals with factors: get specific factor exposure
Achieving your investment goals with factors: get specific factor exposure
Factor-based strategies can help investors get exposure to a particular factor.
25-10-2018 | インサイト
ファクター投資理論の実践
ファクター投資理論の実践
ファクター投資を実践するにあたり、基本的に投資家はどのような手順を踏めばよいのでしょうか。
26-04-2018 | インタビュー
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Benchmark followers amplify the low volatility effect.
07-03-2018 | From the field
Exploring the world of factors
Exploring the world of factors
Nine academics on the research, theory and implementation of factor investing.
26-02-2018 | インサイト
Anomalies remain strong in international equity markets after publication
Anomalies remain strong in international equity markets after publication
One oft-heard concern on factor investing is that factors could be arbitraged away.
03-01-2018 | From the field
Academic research absolutely supports smart beta
Academic research absolutely supports smart beta
For over four decades, Burton Malkiel has advocated for broad passive exposure to financial markets.
11-12-2017 | インタビュー
Factor challenges: preparing for implementation
Factor challenges: preparing for implementation
How should I prepare for the implementation of a factor-based strategy?
28-11-2017 | Factor investing challenges
Robeco Multi-Factor Indices: a new investment reality
Robeco Multi-Factor Indices: a new investment reality
Client appetite is really increasing for factor indices, and we think this is the future of active management.
02-11-2017 | ビデオ
成熟期に入ったクレジット市場のファクター投資
成熟期に入ったクレジット市場のファクター投資
クレジット市場のファクター投資戦略が、投資家や研究者の大きな関心を集めています。
25-10-2017 | インサイト
ESG is often mis-implemented in portfolios
ESG is often mis-implemented in portfolios
Sustainability principles are often mis-implemented in portfolios due to biases to certain factors, says quant specialist Ruben Feldman.
05-10-2017 | インサイト
Factor investing challenges: implementation costs
Factor investing challenges: implementation costs
factor investing’s Achilles’ heel?
28-09-2017 | Factor investing challenges
Robeco’s factor investing indices: smarter than smart beta
Robeco’s factor investing indices: smarter than smart beta
Factor investing has become increasingly popular over the past decade.
25-09-2017 | インサイト
ファクター投資の課題:配分割合の決定
ファクター投資の課題:配分割合の決定
近年、ファクター投資への支持が広まっています。
04-09-2017 | Factor investing challenges
Ten things you should know about factor investing
Ten things you should know about factor investing
Factor-based investing has gained considerable traction over the past decade.
31-08-2017 | インサイト
Factor investing challenges: factor timing
Factor investing challenges: factor timing
Should investors try to time their exposure to different factors?
29-08-2017 | Factor investing challenges
The Quality Factor
The Quality Factor
The quality effect is the tendency of high-quality stocks to outperform low-quality ones.
19-07-2017 | From the field
The value of multiple momentum signals
The value of multiple momentum signals
The concept of Momentum is not only a basic principle of physics.
18-07-2017 | リサーチ
Factor investing: limited overcrowding risk
Factor investing: limited overcrowding risk
A key concern often voiced by factor investing and smart beta sceptics is the possible risk of overcrowding.
03-07-2017 | リサーチ
ファクターを長期的に実証する証拠を見定める
ファクターを長期的に実証する証拠を見定める
ファクター・ティルトは重要でしょうか。
28-06-2017 | インタビュー
Five concerns with low volatility index ETFs
Five concerns with low volatility index ETFs
Equity investors have a choice between active low volatility managers and low volatility index ETFs.
27-06-2017 | リサーチ
Robeco sponsors PLSA ‘Made Simple Guide’ to Factor Investing
Robeco sponsors PLSA ‘Made Simple Guide’ to Factor Investing
Robeco has sponsored a new ‘Made Simple Guide’ to Factoring Investing published by the Pensions and Lifetime Savings Association (PLSA).
09-06-2017 | インサイト
Ten misconceptions about smart beta investing
Ten misconceptions about smart beta investing
This paper* attempts to debunk no fewer than ten myths about smart beta.
07-06-2017 | From the field
Factor investing challenges: underperforming the benchmark
Factor investing challenges: underperforming the benchmark
Factor based allocation has become increasingly popular in recent years.
31-05-2017 | Factor investing challenges
Factor investing challenges: limiting turnover
Factor investing challenges: limiting turnover
Factor-based allocation has become increasingly popular in recent years.
05-05-2017 | Factor investing challenges
The siren song of factor timing
The siren song of factor timing
Timing when to enter and exit factors seems to be the holy grail of quant investing.
26-04-2017 | From the field
ファクター投資の課題:意図せざるファクター・バイアス
ファクター投資の課題:意図せざるファクター・バイアス
近年、ファクター投資への支持が広まっていますが、実際にそれを実行する段になると多くの投資家が頭を悩ませているようです。
25-04-2017 | インサイト