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Active management

An investment strategy that does not invest according to a market-value-weighted index. This strategy often requires regular buying and selling transactions.

The objective of active management is to achieve an improved outperformance net of costs relative to the market.

Factor investing and active investing are closely related. If you choose to use one or more factors, you are choosing to invest actively relative to a broad market-weighted index.

Quantitative investing: invisible layers surface to deliver attractive returns
Quantitative investing: invisible layers surface to deliver attractive returns
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Passive management means that investments are made in all market segments. In contrast to factors with a positive premium, there are also factors with a negative premium, such as high-volatility equities. The idea of factor investing is to actively avoid these segments.

Een kijkje onder de motorkap van passieve thematische indices
Een kijkje onder de motorkap van passieve thematische indices
In feite werken passieve thematische indices kwantitatieve beleggers tegen, doordat ze over het algemeen een negatieve exposure hebben naar factoren.
12-10-2021 | Visie
Podcast: Why quant fixed income is a great diversifier
Podcast: Why quant fixed income is a great diversifier
While many quant equity strategies have struggled over the past few years, the performance of quant credits has been robust.
08-10-2021 | Podcast
What valuations and interest rates tell us about equity factors
What valuations and interest rates tell us about equity factors
Single and multi-factor equity portfolios are currently very attractively valued and factor premiums persist across interest rate cycles.
04-10-2021 | Visie
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