The evidence for the existence of various factor premiums is strong.
21-08-2019
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From the field
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
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インサイト
A backtesting protocol in the era of machine learning
Is machine learning really a game changer for finance?
08-08-2019
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From the field
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
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インサイト
Robeco Quarterly July 2019
The 12th edition of Robeco Quarterly – our quant, sustainability and research magazine – is now available.
04-07-2019
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冊子
‘Combining quant and SI yields cost-effective solutions’
In our latest podcast, Core Quant portfolio manager Machiel Zwanenburg discusses the need for sustainability building blocks to suit different client needs.
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
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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
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ポッドキャスト
Factors are a permanent feature of financial markets
Are factor premiums here to stay?
12-04-2019
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インサイト
Robeco Quarterly March 2019
The 11th edition of Robeco Quarterly – our quant, sustainability and research magazine – is out.
04-04-2019
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冊子
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
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From the field
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
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インサイト
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
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News
It’s not about active or passive, but about costs
What if costs were the real issue in the heated active versus passive debate?
06-03-2019
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From the field
‘Factor investing is by no means a black box’
David Blitz discusses the latest trends and issues in factor investing, in which investors chase factors such as low-volatility, value or momentum to get the best picks.
18-02-2019
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ポッドキャスト
Low risk in China
Does low-risk investing work with A-shares?
13-02-2019
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From the field
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
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リサーチ
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
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インタビュー
ファクター戦略による投資目標達成：リスク削減
ファクターに基づく戦略は、潜在的なダウンサイド・リスクの軽減につながります。
21-01-2019
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インサイト
Enhanced indexing – a proven alternative to passive investing
This new brochure explains why enhanced indexing provides a compelling alternative to passive strategies.
07-01-2019
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インサイト
‘We have a much better proposition than passive’
Robeco’s Enhanced Indexing Equity strategies have enjoyed renewed popularity in recent months.
18-12-2018
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インサイト
Data sets – factor investing in corporate bonds
A research-driven approach is at the core of everything we do.
10-12-2018
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Data sets
Robeco Quarterly December 2018
The tenth edition of Robeco Quarterly – our quant, sustainability and research magazine – is out.
10-12-2018
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冊子
Crash testing the Fama-French factor model in emerging stock markets
Factor investing works in emerging stock markets, as well as in developed markets.
