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
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
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
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
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | ポッドキャスト
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
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
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | リサーチ
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
Robeco’s Blitz wins award for low volatility article
Robeco’s Head of Quant Research has won a prestigious award for an article on hedge funds and the low volatility anomaly.
04-09-2019 | インサイト
Media spotlight does not drive the Volatility effect in equities
Investors’ appetite for stocks frequently mentioned in the news is often raised to explain the Volatility effect.
26-06-2019 | リサーチ
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
Looking for defensive European stocks? Follow the guide...
In order to thrive, quant strategies do not necessarily have to be black boxes.
28-05-2019 | インサイト
‘Only in hindsight you will see the benefits of low vol-investing’
In our latest podcast, Pim van Vliet, head of Global Conservative Equities, talks about the merits of low volatility investing.
29-04-2019 | ポッドキャスト
Are mutual funds on the other side of the low volatility trade?
This new research helps to explain the existence of the low volatility anomaly.
03-04-2019 | From the field
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
Does low-risk investing work with A-shares?
13-02-2019 | From the field
21-01-2019 | インサイト
Achieving your investment goals with factors: generating income
Factor-based strategies can help generate income.
30-11-2018 | インサイト
Diverging fortunes for low-risk stocks as EM and DM decouple
So far, 2018 has been marked by a clear decoupling of emerging and developed equity markets.
23-10-2018 | インサイト
Hedge funds and the low volatility trade
The low volatility anomaly has long been used by Robeco’s quant funds to generate higher returns at lower risk.
30-08-2018 | リサーチ
In this paper Eugene Fama and Kenneth French look at the importance of volatility over longer investment horizons.
01-08-2018 | From the field
Risky CAPE ratios? Keep calm and reduce downside risk
High CAPE ratio levels do not signify an imminent end to the bull market.
27-07-2018 | インサイト
Quantitative investing with a simple formula
Quantitative investing should be easy to understand.
09-05-2018 | リサーチ
High dividend investing: buy them stable & strong
Stock price fluctuations tend to monopolize investors’ attention, on a daily basis.
24-04-2018 | インサイト
Fama-French 5-factor model: five major concerns
In 2015, Nobel prize laureate Eugene Fama and fellow researcher Kenneth French revamped their famous 3-factor model.
27-03-2018 | リサーチ
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Benchmark followers amplify the low volatility effect.
07-03-2018 | From the field
Tweaking a popular low volatility index
Investment solutions based on popular smart beta indices have enjoyed tremendous success.
14-02-2018 | From the field
Low turnover: a virtue of low volatility
Trading is necessary to follow an active strategy, but excessive trading is linked to human behavior.
24-01-2018 | リサーチ