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 | インサイト
Low-risk stocks behave like bonds
Low-risk stocks are very bond-like.
13-10-2020 | リサーチ
Podcast: ‘The pressure on value investors is almost unbearable’
Value has underperformed growth in the large-cap space by 43% in the past year.
28-09-2020 | ポッドキャスト
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | インサイト
Green signs, value and grandmother’s cupboard
As investors, we never stop learning.
20-07-2020 | インサイト
Gradually preparing for a rotation
In our last quarterly, we expected markets of countries resuming economic activity earlier than others to fare better.
17-07-2020 | インサイト
Podcast: Our man in Hong Kong
Arnout van Rijn has been investing in Asia for 25 years; for more than half of this time, he has lived in Hong Kong.
08-07-2020 | ポッドキャスト
Linking economic activities with the SDGs
A new research paper has mapped the impact that economic activity has on achieving the UN’s Sustainable Development Goals.
30-06-2020 | インサイト
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | インサイト
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
Defining Quality: separating the wheat from the chaff
Quality is a commonly accepted equity factor.
18-06-2020 | リサーチ
Value ain’t dead
Value stocks have underperformed growth stocks over the past decade.
20-05-2020 | From the field
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | ポッドキャスト
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread (DTS) is the market standard method for measuring the credit volatility of a corporate bond.
01-05-2020 | リサーチ
When markets get tough, quant funds stick with their factors
As rules-based investors, quant investors exploit human reactions to market movements.
19-03-2020 | ビデオ
Adjusting the Value factor for intangibles
The standard academic definition for the Value factor is the ratio of book-value-to market-value (B/M).
19-02-2020 | From the field
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Pension regulations in the Nordic countries and the Netherlands are similar to insurance regulation in the European Union.
11-02-2020 | インサイト
Exclusions may simply be transferring a problem
Do exclusions work?
03-02-2020 | リサーチ
Embrace the underdog
Let me put it out there first: the year ahead is shaping up as a good one for global equities.
27-01-2020 | Column
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | リサーチ
Echoing Footsteps: The return of the underdog
It has been a while since we heard so much talk about value versus growth and momentum.
12-12-2019 | 年次アウトルック
Accurately measuring credit risk is a significant challenge for credit investors.
10-12-2019 | リサーチ
Uncovering the promises and challenges of factor investing
The shift towards factor investing seems to be pausing for breath.
23-10-2019 | インタビュー
Factor investors should be patient and brave
What’s best, quantitative or fundamental?
05-09-2019 | インタビュー
Robeco’s Blitz wins award for low volatility article
Robeco’s Head of Quant Research has won a prestigious award for an article on hedge funds and the low volatility anomaly.
04-09-2019 | 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
Achieving your investment goals with factors: generating income
Factor-based strategies can help generate income.
30-11-2018 | インサイト
Positioning for a shift towards value stocks
We think now is a very good time for investors to introduce value stocks to their portfolios.
20-11-2018 | インサイト
Hedge funds and the low volatility trade
The low volatility anomaly has long been used by Robeco’s quant funds to generate higher returns at lower risk.
30-08-2018 | リサーチ
Quantitative investing with a simple formula
Quantitative investing should be easy to understand.
09-05-2018 | リサーチ