netherlandsnl

Visie

Academic insights into using machine learning for valuation
Academic insights into using machine learning for valuation
Machine learning (ML) mispricing models are designed to detect hidden nonlinearities that are important in predicting the fundamental value of stocks.
26-09-2022 | Research
The Introductory Guide to Net Zero 2050 Climate Equities
The Introductory Guide to Net Zero 2050 Climate Equities
Climate change is the biggest challenge facing humanity – and it’s also the biggest investment opportunity.
16-09-2022 | Visie
Building back bond exposure
Building back bond exposure
The outlook for bond investing has improved.
08-09-2022 | Visie
Schrödingers economie – wanneer moeten we de doos openen?
Schrödingers economie – wanneer moeten we de doos openen?
Wat is de werkelijke staat van de Amerikaanse economie?
07-09-2022 | Maandelijkse vooruitblik
Nowcasting growth to enrich the factors used for government bond selection
Nowcasting growth to enrich the factors used for government bond selection
We have added a quality measure for the selection of government bonds.
31-08-2022 | Visie
Investing across deflation, inflation and stagflation
Investing across deflation, inflation and stagflation
Real returns on equities and multi-asset portfolios are typically poor when inflation is high, especially in times of stagflation.
29-08-2022 | Visie
‘Alternative data allows you to take a deeper look’
‘Alternative data allows you to take a deeper look’
Novel data sources and techniques can help you tap into alternative alpha.
24-08-2022 | Interview
‘Quantification of sustainability can be pushed even further’
‘Quantification of sustainability can be pushed even further’
There is a large amount of untapped alternative data that can be used for sustainable investments.
18-08-2022 | Interview
Quant chart: enhancing emerging market factors
Quant chart: enhancing emerging market factors
Emerging markets have proven to be fruitful for well-established equity factors.
16-08-2022 | Visie
Marrying sustainability and emerging markets expertise in quantitative strategies
Marrying sustainability and emerging markets expertise in quantitative strategies
The most sustainable emerging market companies are on par with those in developed markets.
03-08-2022 | Visie
Should shorting count for net-zero portfolios?
Should shorting count for net-zero portfolios?
Short positions can be a meaningful add-on, but should not be an excuse for inaction on the long side of a portfolio.
27-07-2022 | Visie
Quant chart: Winning by losing less
Quant chart: Winning by losing less
Low-risk investing tends to deliver higher risk-adjusted long-term returns than the market as it tallies wins by losing less in down periods.
21-07-2022 | Visie
PodcastXL: Het streven naar alternatieve alpha
PodcastXL: Het streven naar alternatieve alpha
Het wordt al bejubeld als de volgende stap in kwantitatief beleggen.
13-07-2022 | Podcast
Ten years of successful factor investing in credit markets
Ten years of successful factor investing in credit markets
A decade of live track-records shows that our factor-based credit investing approach delivers improved risk-adjusted returns compared to the market.
30-06-2022 | Visie
Quant chart: Cornered by Big Oil
Quant chart: Cornered by Big Oil
Positive year-to-date returns from oil stocks are bucking the trend given the S&P 500 Index has slid into bear market territory.
29-06-2022 | Visie
SI Dilemmas: We moeten anders gaan denken over duurzaam beleggen en rendement
SI Dilemmas: We moeten anders gaan denken over duurzaam beleggen en rendement
Onder beleggers en academici woedt al jarenlang een discussie over de vraag of duurzame beleggers rendement moeten opofferen om hun waarden te realiseren.
23-06-2022 | SI Dilemmas
Risico op crash van aandelen voorspellen met machine learning
Risico op crash van aandelen voorspellen met machine learning
Met technieken voor machine learning kunnen niet-lineaire relaties tussen verschillende variabelen worden blootgelegd.
15-06-2022 | Visie
Handleiding voor duurzaam kwantitatief beleggen in aandelen
Handleiding voor duurzaam kwantitatief beleggen in aandelen
Kwantitatief beleggen is van nature gebaseerd op regels en leent zich dan ook uitstekend voor duurzaamheidsintegratie.
09-06-2022 | Visie
‘Factors are still the foundation of financial markets’
‘Factors are still the foundation of financial markets’
New data sources and techniques can help us to better understand factors.
08-06-2022 | Interview
Quality: de onderwaardering van goed geleide bedrijven
Quality: de onderwaardering van goed geleide bedrijven
Hardnekkige menselijke fouten bij het opstellen van winstverwachtingen voor bedrijven liggen ten grondslag aan de kwaliteitspremie.
01-06-2022 | Visie
Beyond Fama-French: alpha from short-term signals
Beyond Fama-French: alpha from short-term signals
Positive net alpha from established short-term signals can be harvested practically by investors.
31-05-2022 | Research
Conservatief beleggen doorstaat de tand des tijds
Conservatief beleggen doorstaat de tand des tijds
Conservatief beleggen (ook wel defensief of risicomijdend beleggen) draait om winnen door minder te verliezen.
23-05-2022 | Visie
‘I have always tried to make sense of human behavior’
‘I have always tried to make sense of human behavior’
People’s normal wants, even more than their cognitive and emotional shortcuts and errors, underlie answers to important questions of finance.
19-05-2022 | Interview
Navigating bond markets in times of stagflation
Navigating bond markets in times of stagflation
High inflation and central bank tightening are already leading to rising yields and negative bond returns.
18-05-2022 | Visie
Markets are a voting machine, investing is a weighing machine
Markets are a voting machine, investing is a weighing machine
Weighing up the long view has never been more important as turbulence continues to hit markets, says multi-asset investor Colin Graham.
18-05-2022 | Visie
The performance in government bonds is a reminder that it’s all relative
The performance in government bonds is a reminder that it’s all relative
So far this year we’ve seen fixed income assets cheapening faster than at any time in over 40 years.
18-05-2022 | Visie
Quant chart: Value accelerates to strongest start in decades
Quant chart: Value accelerates to strongest start in decades
Value has achieved the best start to a calendar year in over 35 years.
16-05-2022 | Visie
The role of green bonds in a fixed income portfolio
The role of green bonds in a fixed income portfolio
Demand for green bonds has grown spectacularly, reflecting investors’ ambitious climate policies.
16-05-2022 | Visie
‘A strong research culture enables you to stay true to your investment philosophy’
‘A strong research culture enables you to stay true to your investment philosophy’
Quant investing is very much a team sport, in fact more so than ever.
13-05-2022 | Interview
Podcast: Rediscovering real assets
Podcast: Rediscovering real assets
There’s far more to real estate than ‘location, location, location’, and investors are taking note.
11-05-2022 | Podcast
Logo

Disclaimer

De informatie op deze website is uitsluitend bestemd voor professionele & institutionele beleggers.

Bevestig alstublieft dat u een professionele belegger bent en dat u de voorwaarden van deze website hebt gelezen en begrepen, en deze accepteert.

Niet akkoord