latames
Visión de mercado
Fondos
Estrategias
Fortalezas
Quiénes somos
Contacto
Más resultados…
Visión de mercado
Fondos
Estrategias
Fortalezas
Quiénes somos
América Latina - Español
Latin America - EN
Global
Africa
Australia
België
Belgique
Deutschland
España
France
香港
Hong Kong
Italia
日本
Middle East
Nederland
上海
Singapore
Switzerland
Schweiz
United Kingdom
United States
Otros países
Buscar...
Cerrar
Quantitative Investing Glossary
A B C
D E F
L M N
P Q R
S T U
V
A
Active management
Anomaly
B
Behavioral finance
C
Capital Asset Pricing Model
back to top
D
Data mining
Diversification over factors
Downside risk
E
Efficient (advanced) approach
Enhanced indexing
Evidence-based investing
F
Factor investing
Factor optimization approach
Factor premium
Factor-tilt approach
back to top
L
Low volatility anomaly
Low volatility ETF
Low volatility factor
Low volatility mutual funds
Low volatility strategies
M
Momentum factor
Monitoring factor exposure
Multi-factor model
N
Norwegian Government Pension Fund
back to top
P
Passive investing
Premium
Q
Quality factor
Quantitative investing
Quantitative research
R
Risk due diligence approach
Risk factor
back to top
S
Sharpe ratio
Size factor
Smart Beta or Alternative Beta
Systematic approach
T
Traditional method vs factor allocation
U
Unrewarded risk
back to top
V
Value factor
Volatility
Related insights
more insights
Factoring carbon taxes into a Value strategy
Incorporating carbon taxes into a Value strategy at a stock level is equivalent to imposing carbon footprint constraints on the overall portfolio.
22-12-2021 | Investigación
Research on pre-1926 database reveals equity factors are ‘eternal’
New research reveals that equity factor styles have existed and persisted since the mid-19th century.
21-12-2021 | Investigación
Talk ‘22: ‘Staying the course is crucial’
Covid-19 has shown us that it is important to stick to our approach, says Wilma de Groot, Co-head of Quant Equity Portfolio Management.
17-12-2021 | Entrevista
Compartir esta página
