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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
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
‘The main goal was to test for equity factors using an out-of-sample dataset’
‘The main goal was to test for equity factors using an out-of-sample dataset’
Creating novel databases for out-of-sample testing adds real value as people seldom take the time to perform such a task.
16-02-2022 | Interview
The quant cycle
The quant cycle
Equity factors follow their own sentiment-driven cycle that cannot be explained by traditional business cycle indicators.
19-10-2021 | Research
What valuations and interest rates tell us about equity factors
What valuations and interest rates tell us about equity factors
Single and multi-factor equity portfolios are currently very attractively valued and factor premiums persist across interest rate cycles.
04-10-2021 | Visie
ETFs have yet to prove that they can beat active funds
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 | Research
Factor investing – going beyond Fama and French
Factor investing – going beyond Fama and French
There is more to factor investing than the standard academic factors, says Head of Quant Research David Blitz.
02-11-2020 | 5-jaars vooruitblik
Fama-French 5-factor model: five major concerns
Fama-French 5-factor model: five major concerns
In 2015, Nobel prize laureate Eugene Fama and fellow researcher Kenneth French revamped their famous 3-factor model.
27-03-2018 | Research
What is factor investing?
What is factor investing?
Although Factor Investing is rapidly gaining popularity, there are still ongoing debates about this concept.
15-09-2016 | Visie
Robeco adds fourth factor Quality to its factor investing strategies
Robeco adds fourth factor Quality to its factor investing strategies
Investors increasingly decide to allocate strategically to factor premiums such as Value, Momentum and Low-Volatility.
15-06-2016 | Visie
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