The much anticipated ‘Factor Investing – Collected Robeco articles’ (the 2nd edition) is now available. We’re delighted to present this book on factor investing, which brings together ten articles that Robeco researchers have published over recent years.
The factor investing phenomenon is increasingly moving into the mainstream, with more and more investors allocating to factor-based strategies. At Robeco we’ve long been forceful proponents of the benefits of the evidence-based approach that factor investing involves. We have provided our clients with access to portfolios providing systematic exposure to a range of factor premiums for well over a decade.
But as more investors allocate to factor strategies, they are asking us more questions about the best way to do so. We have responded by performing in-depth research into the questions that matter to our clients, and have set out our most pertinent findings in this book. The book consists of three parts: strategic allocation to factor premiums, understanding the factor premiums and how to implement factor investing in an efficient way.
In these papers important questions are being answered: is it reasonable to infer from backtests that factor strategies are likely to outperform in the future? And can these strategies be relied on to outperform in real-life situations – when trading costs and restrictions are taken into account? Can mutual funds successfully adopt factor investing strategies? Does factor investing work with credits as well?
Robeco Institutional Asset Management B.V. (DIFC Branch) is regulated by the Dubai Financial Services Authority (“DFSA”) and only deals with Professional Clients and Market Counterparties, and does not deal with Retail Clients as defined by the DFSA.
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