Factor investing debates: Do big data and AI herald a new dawn for quant?
Factor investing is based on decades of publicly available empirical studies.
11-01-2021
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インサイト
Markets will mirror vaccination success
Vaccination rates acting as the key to ending the Covid-19 crisis are seen determining market success in early 2021.
08-01-2021
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月次アウトルック
Why do ‘quality compounder’ stocks always look impossibly expensive?
Trends investing focuses on the structural winners of secular growth trends, better known as ‘quality compounders’ – quality growth stocks able to compound shareholder value on a consistent basis.
08-01-2021
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インサイト
SI Opener: How do we align portfolios with climate ambitions?
The Net Zero Asset Managers initiative was launched in December, and Robeco is proud to be among the founding signatories.
24-12-2020
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SI Opener
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.
The availability of an effective Covid-19 vaccine may trigger a revival for Value investing, says Robeco strategist Peter van der Welle.
08-12-2020
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月次アウトルック
Podcast: A great year for risky assets
With several vaccines on the way, 2021 promises to be a great year for equities.
07-12-2020
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ポッドキャスト
After Biden’s win, all eyes remain on Covid-19 and the recovery
Joe Biden has been elected 46th US President, based on vote count.
04-12-2020
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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
Outlook 2021: Tackling the trilemma
Finding the right balance between three things – public health, normal economic functioning, and personal freedoms – will be the main challenge for policymakers in 2021.
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.
11-11-2020
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Column
Driving change at carmakers
A multi-decade transformational change has begun at carmakers that will identify the winners and losers for investors.
09-11-2020
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インサイト
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
'Most stocks do not outperform Treasury Bills in the long run'
A growing number of studies show that a tiny fraction of stocks account for virtually all the value created in the equity market.
30-10-2020
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インタビュー
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
Green hydrogen: powering the low-carbon future
Interview with Thiemo Lang, Senior Portfolio Manager, RobecoSAM Smart Energy and Smart Mobility strategies.
27-10-2020
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インタビュー
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
Keep your eye on the relevant ball
I know a lot, really.
19-10-2020
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Column
Trends investing: finding the winners among skewed equity returns
A tiny proportion of stocks account for most of the market’s returns.
19-10-2020
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5ヵ年アウトルック
Navigating a sea of Covid and elections noise
All of our conclusions from our previous quarterly outlook remain valid.
16-10-2020
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四半期アウトルック
Reports of the death of the office are greatly exaggerated
The widespread lockdowns of 2020 have proved that remote working is a valid alternative to traditional office working.
14-10-2020
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インサイト
Expected Returns – watch the full show
Post Covid-19, we will all be entering a ‘brave real world’ with negative interest rates, looming inflation and unprecedented central bank policies.
09-10-2020
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ビデオ
Brave real world: the main takeaways from Expected Returns
The Covid-19 pandemic has completely changed the world, making it much harder for investors to navigate likely conditions for the major asset classes.
09-10-2020
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ビデオ
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
Running on fumes, in search of the next refill
Markets need a major catalyst to move higher as they face headwinds led by the US elections and Covid-19, says strategist Peter van der Welle.
08-10-2020
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月次アウトルック
5-year Expected Returns: Brave real world
Few would doubt that the Covid-19 pandemic has completely changed the world.
29-09-2020
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5ヵ年アウトルック
Long-term Expected Returns
The purpose of this report is to show our long-term return expectations for a wide set of asset classes.
