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 The Robeco Factor Investing Thesis Award

The Robeco Factor Investing Thesis Award

15-03-2019 | Noticia

For the second year in a row, Robeco will present its Thesis Award in recognition of excellent financial research. This time, the Thesis Award will go to the student(s) with the best thesis in the area of factor investing. The research should have been carried out in 2018 or 2019.

  • Joop  Huij
    Joop
    Huij
    Portfolio Manager, Head of Factor Investing Equities and Factor Index Research
  • Georgi Kyosev
    Georgi
    Kyosev
    Researcher
  • Daniël  Haesen
    Daniël
    Haesen
    Portfolio Manager

Research is part of our DNA. Robeco therefore recognizes and honors students whose academic research provides valuable insight into factor investing. All interested students are encouraged to participate.

Description

Master’s and Bachelor’s students who have done or plan to do research on factor investing are invited to submit their thesis. Possible subjects include: new factor premiums, improving or explaining existing factors, the practical implications of factor investing strategies, mutual fund performance and factor investing, factor timing, factor allocation across and within asset classes and multi-factor and single-factor investing strategies. The submissions will be judged on the degree to which the research can be considered pioneering and innovative, the originality of the research question, the empirical contribution, and the practical applicability. The research should have been carried out in 2018 or 2019. People employed at Robeco are excluded.

Robeco Thesis Award process and prize

The winners will be chosen by the Robeco Thesis Award Committee, a panel of Robeco researchers, many of whom are leading financial academic experts. Finally, a jury consisting of clients and a consultancy will decide on the winner(s), who will receive EUR 5,000.  More than one winner may be chosen. The winner(s) will be invited to hold a presentation on their thesis at a Robeco Seminar in October 2019.

The submission deadline is August 2019. If you’d like to participate, please send your thesis to thesis@robeco.com before August 2019.