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Visión de mercado

Si busca valores europeos defensivos, siga esta guía...
Si busca valores europeos defensivos, siga esta guía...
Las estrategias cuantitativas no tienen por qué ser agujeros negros para dar buenos resultados.
28-05-2019 | Visión
‘Los beneficios de la inversión de baja volatilidad solo se aprecian en retrospectiva’
‘Los beneficios de la inversión de baja volatilidad solo se aprecian en retrospectiva’
Pim van Vliet, jefe de Global Conservative Equities, comenta los beneficios de la inversión de baja volatilidad en nuestro último podcast.
29-04-2019 | Podcast
Is it time for more defensive equity investing?
Is it time for more defensive equity investing?
There are plenty of reasons to pursue a more defensive equity strategy, but paradoxically enough, this also carries several risks.
21-11-2018 | Visión
¿Hora de defenderse a CAPE y espada?
¿Hora de defenderse a CAPE y espada?
Se trata de una de las siglas más conocidas en el mundo financiero, y sigue siendo un buen indicador del rumbo que pueden tomar los mercados.
12-11-2018 | Perspectiva a 5 años
Inversión en altos dividendos: apostando por empresas estables y fuertes
Inversión en altos dividendos: apostando por empresas estables y fuertes
Las fluctuaciones de las cotizaciones tienden a acaparar la atención de los inversores que se fijan en el corto plazo.
24-04-2018 | Visión
Are low-volatility stocks becoming expensive?
Are low-volatility stocks becoming expensive?
Due to uncertainty in financial markets, low-volatility stocks are in high demand.
04-01-2018 | Investigación
Five concerns with low volatility index ETFs
Five concerns with low volatility index ETFs
Equity investors have a choice between active low volatility managers and low volatility index ETFs.
27-06-2017 | Investigación
La paradoja riesgo/rentabilidad en la inversión de baja volatilidad
La paradoja riesgo/rentabilidad en la inversión de baja volatilidad
En los últimos años, la inversión de baja volatilidad se ha convertido en un nuevo estilo de inversión que ofrece menos riesgo, con igual rentabilidad.
25-04-2017 | Vídeo
Tres formas de aplicar los factores y el smart beta
Tres formas de aplicar los factores y el smart beta
Las estrategias basadas en factores y smart beta aprovechan las primas de factor.
29-03-2017 | Visión
Conservative investing in a solvency framework
Conservative investing in a solvency framework
Are conservative credit and equity strategies attractive under solvency regulations?
27-03-2017 | Visión
‘Culture is a crucial factor in quant investing’
‘Culture is a crucial factor in quant investing’
Quant investing is becoming more widely accepted.
13-12-2016 | Entrevista
Is the relationship between risk and return positive or negative?
Is the relationship between risk and return positive or negative?
This paper challenges the earlier work of Fu (2009).
16-11-2016 | From the field
Low Volatility in historical perspective: Fund investing since 1774
Low Volatility in historical perspective: Fund investing since 1774
As portfolio managers of Robeco Conservative Equities, we want to place our role into a historical perspective and learn from the history of financial markets, and mutual funds in particular.
21-09-2016 | Investigación
The profitability of low volatility
The profitability of low volatility
Some people argue that the low risk anomaly can be explained by ‘profitability’, an example of a ‘quality’ factor.
08-09-2016 | Investigación
Factor investing: defining quality
Factor investing: defining quality
Robeco has added Quality to the key list of factors that it follows when constructing factor investing portfolios in equities.
11-07-2016 | Investigación
Passive Low Vol versus Robeco approach: Interview Pan-European Congress 4 March
Passive Low Vol versus Robeco approach: Interview Pan-European Congress 4 March
Today low-volatility investing is gaining a broader acceptance within academic circles and among investors.
25-04-2016 | Vídeo
Conservative Equities en perspectiva histórica: Evolución inversora desde 1602
Conservative Equities en perspectiva histórica: Evolución inversora desde 1602
Desde el inicio del mercado de valores en 1602, el péndulo de la cultura del inversor ha ido oscilando de la atención a la rentabilidad hacia la preocupación por el riesgo, y vuelta.
18-04-2016 | Investigación
Por qué funciona una estrategia Conservative Equities en mercados emergentes
Por qué funciona una estrategia Conservative Equities en mercados emergentes
Ganar más perdiendo menos, ese el lema de las estrategias conservadoras de Robeco.
22-02-2016 | Entrevista
Low-volatility evidence dating back to 1873
Low-volatility evidence dating back to 1873
As new historical databases are opening up, there are great opportunities for out-of-sample tests of market anomalies.
15-02-2016 | Visión
Robeco Emerging Conservative Equities: an uncommon but proven combination of 3 factors
Robeco Emerging Conservative Equities: an uncommon but proven combination of 3 factors
Emerging markets are going through a volatile period, but the defensive investment strategy of Robeco Emerging Conservative Equities is proving its worth by outperforming the index.
12-11-2015 | Visión
Are all low vol stocks really that sensitive to interest rate risk?
Are all low vol stocks really that sensitive to interest rate risk?
Investors are still awaiting the first rate hike by the Federal Reserve since June 2006.
11-11-2015 | Visión
European low-vol stocks: lessons from ‘a lost decade’
European low-vol stocks: lessons from ‘a lost decade’
Europe has seen a modest pick-up in economic growth in the first quarter, with unexpectedly strong figures coming in from France and Italy.
29-05-2015 | Visión
Beauty and the beast of low-volatility investing
Beauty and the beast of low-volatility investing
Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy.
17-02-2015 | Investigación
Low-volatility investing: Expect the unexpected
Low-volatility investing: Expect the unexpected
Low-volatility stocks are known to lag in rising markets and lose less in falling markets.
06-11-2014 | Investigación
When factors disagree
When factors disagree
Generic strategies designed to harvest a certain factor premium regularly conflict with other factor premiums.
30-09-2014 | Investigación
Robeco Emerging Conservative Equities
Robeco Emerging Conservative Equities
10-03-2011 | Vídeo