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?
01-02-2021
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Visie
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
31-12-2020
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Data sets
Waarom ik positiever dan ooit ben over kwantitatief beleggen
Kwantitatieve strategieën blijven al ruim twee jaar flink achter, en dus vragen beleggers zich af of kwantitatief beleggen nog wel levensvatbaar is.
There is more to factor investing than the standard academic factors, says Head of Quant Research David Blitz.
02-11-2020
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5-jaars vooruitblik
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020
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Visie
Low-risk stocks behave like bonds
Low-risk stocks are very bond-like.
13-10-2020
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Research
There is more to factor investing than just Fama-French
The period of 2010-2019 was a lost decade for the five Fama-French factors, leading many to question whether Value was dead and whether Size had ever worked at all.
09-10-2020
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Video
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020
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Research
Sustainable investing in equilibrium
This is a theoretical paper which investigates what happens if some investors care about ESG, while others do not, or care less.
