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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
Factor investing debates: Could factor premiums disappear?
Factor investing debates: Could factor premiums disappear?
With the increasing adoption of factor investing, one frequently heard criticism is that factor premiums may end up being arbitraged away.
28-11-2019 | 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.
20-11-2019 | リサーチ
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
サステナビリティ投資
サステナビリティ投資
さらに読む
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
credit markets have seen tremendous growth over the past two decades.
30-09-2019 | リサーチ
The Essentials of factor investing
The Essentials of factor investing
Introducing our new learning tool on factor investing.
12-09-2019 | インサイト
Factor investors should be patient and brave
Factor investors should be patient and brave
What’s best, quantitative or fundamental?
05-09-2019 | インタビュー
Short-term factor momentum
Short-term factor momentum
The evidence for the existence of various factor premiums is strong.
21-08-2019 | From the field
We’re developing factor-based alternatives to passive fixed income
We’re developing factor-based alternatives to passive fixed income
Quantitative investing in fixed income markets has slowly but surely gained traction in recent years.
21-08-2019 | インサイト
ロベコSIフォーラム／SAMサステナビリティアワード2019 in Tokyo
ロベコSIフォーラム／SAMサステナビリティアワード2019 in Tokyo
コンファレンスレポートはこちらから
Anno Domini: the best reads of 2019
Anno Domini: the best reads of 2019
What were the best-read stories on Robeco’s main website this year?
26-07-2019 | インサイト
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
Factor-based sustainable multi-asset solutions for insurers
Factor-based sustainable multi-asset solutions for insurers
Multi-asset products may be popular, particularly among insurers.
03-07-2019 | 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 characteristics of factor investing
The characteristics of factor investing
To make the most of factor investing, understanding how factors work and interact is key.
14-06-2019 | リサーチ
Were markets efficient, past prices should not tell anything about the future
Were markets efficient, past prices should not tell anything about the future
What exactly drives factor premiums?
12-06-2019 | インサイト
Factor investing works for bond portfolios, too
Factor investing works for bond portfolios, too
Bond portfolios with significant exposure to the value, momentum and low risk factors generate returns that consistently outperform the index.
04-06-2019 | インサイト
The best strategy is the one you can stick with through thick and thin
The best strategy is the one you can stick with through thick and thin
Bringing quant investing to non-quants is tough but worthwhile.
29-05-2019 | インタビュー
'Asset management is all about intellectual property'
'Asset management is all about intellectual property'
Robeco CIO Peter Ferket discusses three big trends that are leading to structural changes in the asset management industry.
29-05-2019 | ポッドキャスト
Guide to low volatility investing
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | インサイト
Factors are a permanent feature of financial markets
Factors are a permanent feature of financial markets
Are factor premiums here to stay?
12-04-2019 | インサイト
Enabling insurers to achieve capital-efficient returns
Enabling insurers to achieve capital-efficient returns
The majority of assets owned by insurers are invested in investment grade fixed income.
11-04-2019 | インサイト
ファクター戦略による投資目標達成：リターン向上
ファクター戦略による投資目標達成：リターン向上
ファクターに基づく戦略は、長期的なリターン向上につながります。
20-03-2019 | インサイト
The Robeco Factor Investing Thesis Award
The Robeco Factor Investing Thesis Award
For the second year in a row, Robeco will present its Thesis Award in recognition of excellent financial research.
15-03-2019 | News
Low risk in China
Low risk in China
Does low-risk investing work with A-shares?
13-02-2019 | From the field
Strong multi-asset factor performance over more than two centuries
Strong multi-asset factor performance over more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
12-02-2019 | リサーチ
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
Tune in now – Robeco launches podcasts
Tune in now – Robeco launches podcasts
If a face can launch a thousand ships, what power does the spoken word have?
06-02-2019 | インサイト