Robeco’s quantitative investment strategies are based on the following beliefs:
Evidence-based research . Identifying factors that are rewarded with superior risk-adjusted performance. This includes extensive empirical testing over longer periods and in different markets.
Economic rationale . We want to move beyond statistical patterns and understand the economic drivers behind factors. Risks that are not adequately rewarded should be avoided.
Prudent investing . We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.
The strategy invests in on average 150 Asia Pacific stocks by applying a quantitative investment strategy that aims to maximize the excess return versus the benchmark while controlling relative risk. The sector and country weights resemble those of the MSCI Asia-Pacific ex JP Index but we overweight attractive stocks and underweight unattractive ones. Attractiveness is assessed by an integrated multi-factor model that considers a balance of valuation, quality, momentum and analyst revisions.
This strategy is also available for other universes, such as developed markets, emerging markets and the Chinese A-share market.
Our strategy is managed by an experienced group of investment professionals within an organization which is fully committed to quantitative investing. The team consists of more than 40 portfolio managers and quantitative researchers dedicated solely to quantitative investing, research and model development.
Robeco Institutional Asset Management B.V. (Dubai office) is regulated by the Dubai Financial Services Authority (“DFSA”) and only deals with Professional Clients and does not deal with Retail Clients as defined by the DFSA.
Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.