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After a ‘terrific’ decade, what’s next for low-risk stocks?
After a ‘terrific’ decade, what’s next for low-risk stocks?
The decade of 2010 to 2019 was an exceptional one for equity investors, in many ways.
05-03-2020 | インサイト
Data sets – Volatility-sorted portfolios
Data sets – Volatility-sorted portfolios
This dataset file contains two volatility-sorted datasets going back to 1929.
02-03-2020 | Data sets
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | リサーチ
Robeco turns 90 in a fast-changing fund industry
Robeco turns 90 in a fast-changing fund industry
This 4 December, Robeco celebrates its 90th anniversary.
04-12-2019 | インサイト
A Low-Risk anomaly also in the crowdlending market
A Low-Risk anomaly also in the crowdlending market
The existence of a low-risk anomaly has been firmly established for stocks and corporate bonds.
27-11-2019 | From the field
All factor strategies go through long periods of poor performance
All factor strategies go through long periods of poor performance
Will factor investing continue to thrive?
18-11-2019 | インタビュー
ファクター戦略による投資目標達成:より効果的な分散
ファクター戦略による投資目標達成:より効果的な分散
ファクターに基づく戦略は、より効果的に分散されたポートフォリオの構築に役立ちます。
12-07-2019 | インサイト
Media spotlight does not drive the Volatility effect in equities
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 | リサーチ
Good shepherds do not succumb to herding behavior
Good shepherds do not succumb to herding behavior
Thought crowds were wise?
19-06-2019 | From the field
Strong hands needed to unlock the potential of factor investing
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
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
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
Guide to low volatility investing
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...
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
Are mutual funds on the other side of the low volatility trade?
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
ファクター戦略による投資目標達成:リターン向上
ファクター戦略による投資目標達成:リターン向上
ファクターに基づく戦略は、長期的なリターン向上につながります。
20-03-2019 | インサイト
Low risk in China
Low risk in China
Does low-risk investing work with A-shares?
13-02-2019 | From the field
Achieving your investment goals with factors: generating income
Achieving your investment goals with factors: generating income
Factor-based strategies can help generate income.
30-11-2018 | インサイト
 ‘We want to learn from centuries of investment history’
‘We want to learn from centuries of investment history’
Rules-based investing can be very transparent.
23-11-2018 | インサイト
ファクター戦略による投資目標達成:コスト削減
ファクター戦略による投資目標達成:コスト削減
ファクターに基づく戦略は、運用コスト削減につながります。
05-11-2018 | インサイト
Diverging fortunes for low-risk stocks as EM and DM decouple
Diverging fortunes for low-risk stocks as EM and DM decouple
So far, 2018 has been marked by a clear decoupling of emerging and developed equity markets.
23-10-2018 | インサイト
Fama-French 5-factor model: why more is not always better
Fama-French 5-factor model: why more is not always better
Fama and French have expanded their original 3-factor model by adding two factors.
15-09-2018 | インサイト
Volatility lessons
Volatility lessons
In this paper Eugene Fama and Kenneth French look at the importance of volatility over longer investment horizons.
01-08-2018 | From the field
 Risky CAPE ratios? Keep calm and reduce downside risk
Risky CAPE ratios? Keep calm and reduce downside risk
High CAPE ratio levels do not signify an imminent end to the bull market.
27-07-2018 | インサイト
Big data & AI pose challenges for quant investors
Big data & AI pose challenges for quant investors
The advent of big data and artificial intelligence (AI) has emerged as a major game-changer for the financial industry.
03-07-2018 | インサイト
クオンツ運用のファクターとサステナビリティを融合する洗練されたアプローチ
クオンツ運用のファクターとサステナビリティを融合する洗練されたアプローチ
ファクターに基づく株式戦略はリスク・リターン特性の改善だけでなく、サステナビリティの目標達成にも有効となり得ます。
27-06-2018 | インサイト
Guide to factor investing in equity markets
Guide to factor investing in equity markets
Factor investing is on the rise.
01-06-2018 | インサイト
Factor investing is here to stay
Factor investing is here to stay
Factor investing has strong empirical backing and will not fade away.
28-05-2018 | インタビュー
Quantitative investing with a simple formula
Quantitative investing with a simple formula
Quantitative investing should be easy to understand.
09-05-2018 | リサーチ
Transitioning from procyclical to countercyclical behavior
Transitioning from procyclical to countercyclical behavior
Are large institutional investors pro- or countercyclical?
02-05-2018 | From the field