Low Volatility strategies can handle changes in the investment landscape.
01-06-2021
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Visie
The Low Volatility effect in China
In our recent study, we uncover the presence of a strong Low Volatility effect in the Chinese A-share market.
19-05-2021
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Visie
Fresh capital has not run dry for unsustainable firms
Despite rising interest in sustainable investing, unsustainable companies have faced no obstacles in raising funds in public markets.
11-03-2021
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Research
ETFs have yet to prove that they can beat active funds
Exchange-traded funds (ETFs) are commonly regarded as efficient, low-cost alternatives to actively managed mutual funds.
18-02-2021
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Research
De quantaandelencrisis van 2018-2020: verschalkt door grote groeiaandelen
De crisis in quantaandelen van 2018-2020 heeft kwantitatieve beleggers voor een uitzonderlijke uitdaging gesteld als gevolg van een zeldzame samenloop van omstandigheden.
16-02-2021
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Research
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?