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Will Value survive the quant winter?
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | Visie
New study reveals: you can predict when interest rates will rise
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | Visie
Aandelenstijlen en de Spaanse griep
Aandelenstijlen en de Spaanse griep
Covid-19 dook begin december 2019 voor het eerst op.
02-04-2020 | Visie
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | Research
Short positions do not add value to factor investing strategies
Short positions do not add value to factor investing strategies
Common wisdom among academics and investors has it that factors are best harvested using both long and short positions.
09-12-2019 | Research
A true long-term perspective on alternative risk premiums
A true long-term perspective on alternative risk premiums
Alternative risk premium (ARP) solutions have shown significant performance dispersion over the past two years.
19-11-2019 | Visie
Factor-based sustainable multi-asset solutions for insurers
Factor-based sustainable multi-asset solutions for insurers
Multi-asset products may be popular, particularly among insurers.
03-07-2019 | Visie
Waarom factorpremies persistent zijn en blijven
Waarom factorpremies persistent zijn en blijven
Data van de afgelopen tweehonderd jaar toont dat beleggersgedrag nu niet significant anders is dan toen.
01-05-2019 | Visie
Factors are a permanent feature of financial markets
Factors are a permanent feature of financial markets
Are factor premiums here to stay?
12-04-2019 | Visie
Sterke performance multi-assetfactoren over meer dan twee eeuwen
Sterke performance multi-assetfactoren over meer dan twee eeuwen
Een factor is pas relevant als er voldoende empirisch bewijs voor is.
12-02-2019 | Visie
Multi Factor Absolute Return: sustainable diversifier
Multi Factor Absolute Return: sustainable diversifier
13-12-2018 | Visie
Bringing multi-factor investing into the multi-asset arena
Bringing multi-factor investing into the multi-asset arena
Factor premiums exist in all major asset classes and can be harvested efficiently across the board.
07-08-2018 | Visie
Robeco publishes a new book of collected articles on Quant Allocation
Robeco publishes a new book of collected articles on Quant Allocation
Our new publication ‘Quant Allocation – Collected Robeco articles’ is now available.
31-05-2018 | Research
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