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
Quantitative investing in fixed income markets has slowly but surely gained traction in recent years.
21-08-2019 | 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 | From the field
12-07-2019 | 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 | 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.
28-06-2019 | ポッドキャスト
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 | インサイト
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
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
What exactly drives factor premiums?
12-06-2019 | インサイト
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
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
Factors are a permanent feature of financial markets
Are factor premiums here to stay?
12-04-2019 | 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 | 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 | From the field
20-03-2019 | 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 | 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 | 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 | ポッドキャスト
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
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
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
21-01-2019 | 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 | 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 | 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 | Data sets
Robeco Quarterly December 2018
The tenth edition of Robeco Quarterly – our quant, sustainability and research magazine – is out.
10-12-2018 | 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.
10-12-2018 | リサーチ