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
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
31-12-2020
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Data sets
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
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インサイト
Podcast: Why I believe the quant winter will end
Will value stocks make a comeback in 2021?
17-12-2020
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ポッドキャスト
The Value tortoise is on the move
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
Robeco commits to net zero carbon ambition by 2050
Robeco is committing to achieving net zero greenhouse gas emissions across all its assets under management by 2050.
04-12-2020
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インサイト
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.
19-11-2020
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年次アウトルック
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
All eyes on fiscal stimulus as US awaits election results
Investors should focus on likely levels of fiscal stimulus from the eventual winners of the US elections, says multi-asset investor Jeroen Blokland.
04-11-2020
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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.
