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Robeco’s factorindices: slimmer dan smart beta
Robeco’s factorindices: slimmer dan smart beta
Factorbeleggen is de afgelopen tien jaar steeds populairder geworden.
25-09-2017 | Visie
Rankings and risk-taking in the financial industry
Rankings and risk-taking in the financial industry
Rankings matter.
20-09-2017 | From the field
Global multi-factor credits as a style diversifier
Global multi-factor credits as a style diversifier
For credit investors, a global multi-factor credits strategy offers style diversification.
12-09-2017 | Visie
Verklaring gevonden voor outperformance sin stocks
Verklaring gevonden voor outperformance sin stocks
Het mysterie van de outperformance van zogenoemde sin stocks is eindelijk ontrafeld.
11-09-2017 | Visie
Net alpha is not a measure of a manager’s skill
Net alpha is not a measure of a manager’s skill
Jules van Binsbergen is an expert on topics related to both asset pricing and corporate finance.
06-09-2017 | Interview
Ten things you should know about factor investing
Ten things you should know about factor investing
Factor-based investing has gained considerable traction over the past decade.
31-08-2017 | Visie
Verwachte Rendementen 2018-2022
Verwachte Rendementen 2018-2022
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The impact of incentive schemes on asset prices
The impact of incentive schemes on asset prices
Incentives matter.
30-08-2017 | From the field
Uitdagingen bij factorbeleggen: het timen van factoren
Uitdagingen bij factorbeleggen: het timen van factoren
Moeten beleggers proberen hun exposure naar de verschillende factoren te timen?
29-08-2017 | Uitdagingen bij factorbeleggen
Factor investing also works with Chinese A-shares
Factor investing also works with Chinese A-shares
Many characteristics set A-shares apart from other equities.
24-08-2017 | Interview
Factorbeleggen op creditmarkten wordt volwassen
Factorbeleggen op creditmarkten wordt volwassen
Onderzoekers en beleggers krijgen steeds meer belangstelling voor factorstrategieën voor de creditmarkten.
22-08-2017 | Visie
Momentum in futures market
Momentum in futures market
Does momentum investing work with futures?
09-08-2017 | Visie
The Quality Factor
The Quality Factor
The quality effect is the tendency of high-quality stocks to outperform low-quality ones.
19-07-2017 | From the field
In zeven stappen naar ESG-integratie
In zeven stappen naar ESG-integratie
Download de paper
The value of multiple momentum signals
The value of multiple momentum signals
The concept of Momentum is not only a basic principle of physics.
18-07-2017 | Research
Does Carry add value to existing credit factors?
Does Carry add value to existing credit factors?
Is Carry a factor in its own right in credit markets?
11-07-2017 | Research
Duurzaamheid in enhanced indexing naar nog hoger niveau
Duurzaamheid in enhanced indexing naar nog hoger niveau
De toenemende vraag naar duurzame beleggingsoplossingen brengt uitdagingen met zich mee.
10-07-2017 | Visie
Factor investing: limited overcrowding risk
Factor investing: limited overcrowding risk
A key concern often voiced by factor investing and smart beta sceptics is the possible risk of overcrowding.
03-07-2017 | Interview
Factor investing challenges: determining how much to allocate
Factor investing challenges: determining how much to allocate
Factor-based strategies have become increasingly popular in recent years.
30-06-2017 | Uitdagingen bij factorbeleggen
Het wetenschappelijke bewijs voor factoren onder de loep
Het wetenschappelijke bewijs voor factoren onder de loep
Hoe belangrijk zijn factortilts?
12-06-2017 | Interview
Robeco sponsors PLSA ‘Made Simple Guide’ to Factor Investing
Robeco sponsors PLSA ‘Made Simple Guide’ to Factor Investing
Robeco has sponsored a new ‘Made Simple Guide’ to Factoring Investing published by the Pensions and Lifetime Savings Association (PLSA).
09-06-2017 | Vooruitblik
Ten misconceptions about smart beta investing
Ten misconceptions about smart beta investing
This paper* attempts to debunk no fewer than ten myths about smart beta.
07-06-2017 | From the field
Uitdagingen in factorbeleggen: achterblijven bij de benchmark?
Uitdagingen in factorbeleggen: achterblijven bij de benchmark?
De populariteit van factorbeleggen is de laatste jaren sterk toegenomen.
31-05-2017 | Uitdagingen bij factorbeleggen
Factor investing challenges: limiting turnover
Factor investing challenges: limiting turnover
Factor-based allocation has become increasingly popular in recent years.
05-05-2017 | Uitdagingen bij factorbeleggen
The siren song of factor timing
The siren song of factor timing
Timing when to enter and exit factors seems to be the holy grail of quant investing.
26-04-2017 | From the field
The rise of Factor Investing - is it just a hype?
The rise of Factor Investing - is it just a hype?
Factor Investing is increasingly in the spotlight.
05-04-2017 | Video
Smart beta is no monkey business
Smart beta is no monkey business
It has been argued that all smart beta strategies generate positive exposure to value and small-cap stocks in much the same way as randomly generated portfolio strategies do.
05-04-2017 | From the field
Uitdagingen bij factorbeleggen: onbedoelde sector biases
Uitdagingen bij factorbeleggen: onbedoelde sector biases
De afgelopen jaren is assetallocatie op basis van factoren steeds populairder geworden.
31-03-2017 | Uitdagingen bij factorbeleggen
Drie manieren om factoren en smart beta toe te passen
Drie manieren om factoren en smart beta toe te passen
Factorstrategieën en smart beta profiteren van bewezen factorpremies, waarmee ze het risico-rendementsprofiel van een portefeuille kunnen verbeteren.
29-03-2017 | Visie
The smart beta ETF vogue is no threat to factor investing
The smart beta ETF vogue is no threat to factor investing
The success of smart beta ETFs has raised concerns over a possible ‘overcrowding’ of factor strategies.
29-03-2017 | Research
Decomposing fundamental indexation?
Decomposing fundamental indexation?
Previous studies have shown that the value added by fundamental indexation strategies is entirely driven by their implicit exposure to the classic value premium.
22-03-2017 | From the field
Is smart beta performance driven by rising valuations?
Is smart beta performance driven by rising valuations?
Rob Arnott, argues that the good recent performance of many smart beta strategies has mainly been driven by rising valuations.
08-03-2017 | From the field