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.
Our publication explains how to stimulate decarbonization of the broader economy and society by investing in the winners of tomorrow.
09-12-2020
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インサイト
Investors should always strive to understand observed performance
Mathijs van Dijk is Professor of Financial Markets at the Rotterdam School of Management, Erasmus University.
02-12-2020
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インタビュー
Quant solutions must look beyond the most conventional factors
Quant strategies have come under pressure over the past two years.
24-11-2020
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インタビュー
The link between ESG and performance: SDG Credits stands the test
Attribution analysis shows that investing in a way that contributes to the SDGs supports financial performance.
13-11-2020
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インサイト
Long read: Why I am more bullish than ever on quant
Following more than two years of quant strategies generally underperforming sharply, investors are questioning whether quantitative investing is still viable.
Aligning multi-factor credit strategies with the SDGs
We present the latest innovation in our sustainable investing approach.
03-11-2020
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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
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5ヵ年アウトルック
Is there value in fallen angels?
Credit downgrades can be an opportunity for high yield investors.
29-10-2020
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インサイト
European banks face an earnings event, not a capital event
Although the extent of the economic contraction has been sizeable, and default rates are expected to rise further, our view is that banks will survive the pain.
28-10-2020
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インサイト
US elections: weighing the odds
The 2020 US Elections have entered the final straight.
20-10-2020
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インサイト
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020
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インサイト
クレジット・アウトルック：市場はすでにワクチンを保有
世界はわれわれが通常の生活に戻ることができるようなワクチンを待っています。
09-10-2020
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インサイト
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
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ビデオ
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020
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リサーチ
Shifting into neutral in multi-asset portfolios
The improving global economy has made bonds less attractive compared to equities, says multi-asset investor Jeroen Blokland.
07-09-2020
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月次アウトルック
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
