12-07-2019 | インサイト
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
The average investor is not good at timing.
19-06-2019 | 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
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
Residualizing Momentum in China
Previous studies have reported weak results for standard Momentum strategies in China.
02-01-2019 | From the field
Crash testing the Fama-French factor model in emerging stock markets
Factor investing works in emerging stock markets, as well as in developed markets.
10-12-2018 | リサーチ
‘We want to learn from centuries of investment history’
Rules-based investing can be very transparent.
23-11-2018 | インサイト
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
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 has strong empirical backing and will not fade away.
28-05-2018 | インタビュー
Transitioning from procyclical to countercyclical behavior
Are large institutional investors pro- or countercyclical?
02-05-2018 | From the field
ロベコSIフォーラム／SAMサステナビリティアワード2019 in Tokyo
Fama-French 5-factor model: five major concerns
In 2015, Nobel prize laureate Eugene Fama and fellow researcher Kenneth French revamped their famous 3-factor model.
27-03-2018 | リサーチ
On the origins of factor investing
Where does factor investing come from?
26-03-2018 | インタビュー
No place for Liquidity in our set of relevant equity factors
A number of academic studies suggest that illiquid stocks should outperform liquid stocks to compensate for higher risk.
28-02-2018 | リサーチ
Exploring the world of factors
Nine academics on the research, theory and implementation of factor investing.
26-02-2018 | インサイト
Why ETFs can be more expensive than you think
The recent rise of passive and smart beta strategies has resulted mainly from the success of ETFs.
24-01-2018 | From the field
Anomalies remain strong in international equity markets after publication
One oft-heard concern on factor investing is that factors could be arbitraged away.
03-01-2018 | From the field
28-12-2017 | Column
Next time, ask your fund manager what kind of car they drive
Tell me what car you drive and I will tell you who you are.
13-12-2017 | From the field
Academic research absolutely supports smart beta
For over four decades, Burton Malkiel has advocated for broad passive exposure to financial markets.
11-12-2017 | インタビュー
Factor challenges: preparing for implementation
How should I prepare for the implementation of a factor-based strategy?
28-11-2017 | Factor investing challenges
Institutional asset managers add value... by using factors
Are factors the future of active asset management?
22-11-2017 | From the field
‘Facts’ about formulaic value investing
Successful value investing requires well designed strategies.
01-11-2017 | From the field
Factor investing challenges: implementation costs
factor investing’s Achilles’ heel?
28-09-2017 | Factor investing challenges
Research reveals why sin stocks outperform
sin stocks’ outperformance has finally been unraveled.
11-09-2017 | リサーチ
Net alpha is not a measure of a manager’s skill
Jules van Binsbergen is an expert on topics related to both asset pricing and corporate finance.
06-09-2017 | インタビュー
Ten things you should know about factor investing
Factor-based investing has gained considerable traction over the past decade.
31-08-2017 | インサイト
Factor investing also works with Chinese A-shares
Many characteristics set A-shares apart from other equities.
24-08-2017 | インタビュー
The value of multiple momentum signals
The concept of Momentum is not only a basic principle of physics.
18-07-2017 | リサーチ