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Insights

Crash testing the Fama-French factor model in emerging stock markets
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 | Research
The strategic case for emerging markets factor investing
The strategic case for emerging markets factor investing
Factor premiums can be found in stock markets across the world, including emerging markets.
11-10-2018 | Research
Quant research at Robeco: From theory to practice
Quant research at Robeco: From theory to practice
David Blitz explains why quantitative research is so important for Robeco and the investment solutions it creates.
06-02-2018 | Webinar
Going for green alpha in emerging markets
Going for green alpha in emerging markets
A growing number of investors is looking for a sustainable equity investment in emerging markets.
26-09-2017 | Insight
Two emerging market strategies can be stronger than one
Two emerging market strategies can be stronger than one
Emerging market equity investors have a wide range of strategies to choose from.
13-09-2017 | Insight
Using credit information for Quant Equity
Using credit information for Quant Equity
02-08-2017 | Research
Taking biases out of earnings revisions
Taking biases out of earnings revisions
New research from Robeco identifies and corrects for biases in analyst earnings revisions, says Senior Quantitative Equities Researcher, Joop Huij.
08-10-2011 | Research
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