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Indices insights: Does climate beta pick up on climate risk?
Indices insights: Does climate beta pick up on climate risk?
Our climate beta measure quantifies how sensitive a stock is to the transition to a low-carbon economy.
13-09-2022 | Visie
Indices insights: Do investors act on shifts in climate concerns?
Indices insights: Do investors act on shifts in climate concerns?
A novel ‘polluting-minus-clean’ portfolio tends to underperform in periods of heightened climate policy uncertainty, and vice versa.
25-08-2022 | Visie
Indices insights: Can carbon emissions data identify leaders and laggards?
Indices insights: Can carbon emissions data identify leaders and laggards?
Carbon emissions do not tell the full story on companies’ climate change awareness.
17-06-2022 | Visie
Indices insights: Is duurzaamheidsintegratie van invloed op factorpremies?
Indices insights: Is duurzaamheidsintegratie van invloed op factorpremies?
In dit artikel in de reeks ‘Indices insights’ analyseren we de impact van duurzaamheidsintegratie op factorpremies.
17-05-2022 | Visie
Indices insights: Does integrating sustainability reduce opportunities for active investors?
Indices insights: Does integrating sustainability reduce opportunities for active investors?
In this Indices insights article, we show that incorporating sustainability does not constrain the potential for alpha.
12-04-2022 | Visie
Indices insights: Kunnen passieve beleggers duurzaamheid integreren zonder rendement of spreidingsvoordelen op te offeren?
Indices insights: Kunnen passieve beleggers duurzaamheid integreren zonder rendement of spreidingsvoordelen op te offeren?
In dit derde artikel in de reeks ‘Indices insights’ bespreken we waarom duurzaamheidsintegratie een acceptabele keuze is voor passieve beleggers.
29-03-2022 | Visie
Indices insights: Sluiten ESG-ratings goed aan bij populaire thematische impactfondsen?
Indices insights: Sluiten ESG-ratings goed aan bij populaire thematische impactfondsen?
In dit tweede artikel in de reeks ‘Indices insights’ gaan we dieper in op de tekortkomingen van ESG-ratings.
10-03-2022 | Visie
Indices insights: Do ESG ratings align with the values of large investors?
Indices insights: Do ESG ratings align with the values of large investors?
This is the first article of a new series, Indices insights, in which we focus on some of the flaws of ESG ratings.
23-02-2022 | Visie
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | Visie
Factor investing: will the benefit of having a small and mid-cap tilt return?
Factor investing: will the benefit of having a small and mid-cap tilt return?
The March 2020 market sell-off hit small and mid-caps stocks especially hard.
11-05-2020 | Visie
Factor investing versus sector investing
Factor investing versus sector investing
A recent study suggests that sector investing does as well or even better than factor investing in a long-only context.
01-09-2016 | Research
Robeco’s residual momentum: less risky and more sustainable
Robeco’s residual momentum: less risky and more sustainable
Behavioral explanations of momentum suggest that momentum can be caused by overreaction or underreaction.
25-10-2013 | Visie
Short-term residual reversal
Short-term residual reversal
Conventional short-term reversal strategies exhibit dynamic exposures to the Fama and French (1993) factors.
17-11-2011 | Research
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