netherlandsnl

Visie

Restoring the battered Value factor in equities
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020 | Visie
Low-risk stocks behave like bonds
Low-risk stocks behave like bonds
Low-risk stocks are very bond-like.
13-10-2020 | Research
There is more to factor investing than just Fama-French
There is more to factor investing than just Fama-French
The period of 2010-2019 was a lost decade for the five Fama-French factors, leading many to question whether Value was dead and whether Size had ever worked at all.
09-10-2020 | Video
Settling the Size matter in equities
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020 | Research
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
Discussies over factorbeleggen: moeten we duurzaamheid zien als een factor?
Discussies over factorbeleggen: moeten we duurzaamheid zien als een factor?
Factorbeleggen en duurzaamheid kunnen een goede combinatie zijn.
20-07-2020 | Visie
Linking economic activities with the SDGs
Linking economic activities with the SDGs
A new research paper has mapped the impact that economic activity has on achieving the UN’s Sustainable Development Goals.
30-06-2020 | 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
Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
Discussies over factorbeleggen: is het timen van factoren een goed idee of niet?
Discussies over factorbeleggen: is het timen van factoren een goed idee of niet?
Al vrijwel sinds de ontdekking van factoren is de vraag of het timen van factorexposures een goed idee is, onderwerp van discussie.
22-06-2020 | Visie
Defining Quality: separating the wheat from the chaff
Defining Quality: separating the wheat from the chaff
Quality is a commonly accepted equity factor.
18-06-2020 | Research
Sustainable investing in equilibrium
Sustainable investing in equilibrium
This is a theoretical paper which investigates what happens if some investors care about ESG, while others do not, or care less.
10-06-2020 | From the field
Solving the sustainable investment dilemma
Solving the sustainable investment dilemma
Combining quant and sustainable investing efficiently requires expertise.
25-05-2020 | Interview
Value ain’t dead
Value ain’t dead
Value stocks have underperformed growth stocks over the past decade.
20-05-2020 | From the field
Podcast: Sommige factoren zijn meer gelijk dan andere
Podcast: Sommige factoren zijn meer gelijk dan andere
Is value verloren?
14-05-2020 | Podcast
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread (DTS) is the market standard method for measuring the credit volatility of a corporate bond.
01-05-2020 | Research
Verder denken dan de Fama-French factoren, nu belangrijker dan ooit
Verder denken dan de Fama-French factoren, nu belangrijker dan ooit
2010-2019 was een verloren decennium voor de Fama-French factoren.
28-04-2020 | Research
Appraising home bias exposure
Appraising home bias exposure
The home market bias is one of the clearest examples of behavioral biases among investors.
22-04-2020 | From the field
De ‘factor-wirwar’ voor aandelen ontrafeld
De ‘factor-wirwar’ voor aandelen ontrafeld
Het aantal aandelenfactoren waarover wordt gepubliceerd in de wetenschappelijke literatuur is explosief gestegen.
27-03-2020 | Research
Enhanced Indexing-producten voor verzekeraars
Enhanced Indexing-producten voor verzekeraars
In het afgelopen decennium zijn beleggers massaal overgestapt van actieve naar passieve strategieën.
26-03-2020 | Visie
When markets get tough, quant funds stick with their factors
When markets get tough, quant funds stick with their factors
As rules-based investors, quant investors exploit human reactions to market movements.
19-03-2020 | Video
A review of 20 years of academic literature on mutual funds
A review of 20 years of academic literature on mutual funds
How skilled are asset managers?
19-03-2020 | From the field
Simplistic factor models may get arbitraged out of existence
Simplistic factor models may get arbitraged out of existence
Which financial innovations will investors remember 20 years from now?
26-02-2020 | Interview
Bringing the quant research and the production data together
Bringing the quant research and the production data together
Researching, designing and implementing top-notch quantitative investment strategies requires good data sources.
24-02-2020 | Visie
Adjusting the Value factor for intangibles
Adjusting the Value factor for intangibles
The standard academic definition for the Value factor is the ratio of book-value-to market-value (B/M).
19-02-2020 | From the field
Discussies over factorbeleggen: zijn vergoedingen de belangrijkste afweging bij productselectie?
Discussies over factorbeleggen: zijn vergoedingen de belangrijkste afweging bij productselectie?
Beleggers richten zich bij hun keuze voor een product vaak op een paar eenvoudig te begrijpen aspecten, zoals de recente performance en, in toenemende mate, vergoedingen.
14-02-2020 | Visie
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Pension regulations in the Nordic countries and the Netherlands are similar to insurance regulation in the European Union.
11-02-2020 | Visie
Oplossingen voor verzekeraars met de ‘kracht van drie’
Oplossingen voor verzekeraars met de ‘kracht van drie’
Door de aanhoudend lage rente en strengere regelgeving voor verzekeraars is het essentieel om de juiste beleggingspartner te hebben.
03-02-2020 | Visie
Exclusions may simply be transferring a problem
Exclusions may simply be transferring a problem
Do exclusions work?
03-02-2020 | Research
Is shared analyst coverage the source of all spillover effects?
Is shared analyst coverage the source of all spillover effects?
A wide range of spillover effects has been documented in the academic literature.
22-01-2020 | From the field
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