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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
‘De druk op waardebeleggers is haast ondraaglijk’
‘De druk op waardebeleggers is haast ondraaglijk’
Afgelopen jaar bleven waardeaandelen in het largecapsegment maar liefst 43% achter bij groeiaandelen.
28-09-2020 | Podcast
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
Green signs, value and grandmother’s cupboard
Green signs, value and grandmother’s cupboard
As investors, we never stop learning.
20-07-2020 | Visie
Gradually preparing for a rotation
Gradually preparing for a rotation
In our last quarterly, we expected markets of countries resuming economic activity earlier than others to fare better.
17-07-2020 | Visie
Podcast: Onze man in Hongkong
Podcast: Onze man in Hongkong
Arnout van Rijn belegt al 25 jaar in Azië en woont ruim de helft van deze periode in Hongkong.
08-07-2020 | Podcast
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
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
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
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
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
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
Waarde mogelijk weer in trek door stijgende koers-winstverhoudingen
Waarde mogelijk weer in trek door stijgende koers-winstverhoudingen
De drijvende kracht achter de stijgende aandelenmarkten in 2019 is een goed voorteken voor een terugkeer van waardebeleggen dit jaar, zeggen senior managers bij Boston Partners.
04-02-2020 | Visie
Exclusions may simply be transferring a problem
Exclusions may simply be transferring a problem
Do exclusions work?
03-02-2020 | Research
Ga voor de underdog
Ga voor de underdog
Om maar meteen met de deur in huis te vallen: het lijkt een goed jaar te worden voor wereldwijde aandelen.
27-01-2020 | Column
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | Research
Data sets – historical returns of the market portfolio
Data sets – historical returns of the market portfolio
A research-driven approach is at the core of everything we do.
06-01-2020 | Data sets
Echoing Footsteps: The return of the underdog
Echoing Footsteps: The return of the underdog
It has been a while since we heard so much talk about value versus growth and momentum.
12-12-2019 | Jaarlijkse vooruitblik
Duration Times Spread: measuring credit risk
Duration Times Spread: measuring credit risk
Accurately measuring credit risk is a significant challenge for credit investors.
10-12-2019 | Research
Het tij is aan het keren voor waardebeleggen
Het tij is aan het keren voor waardebeleggen
Na een beroerde periode voor waardeaandelen breken volgend jaar betere tijden aan voor deze beleggingsstijl, zegt portefeuillemanager Josh Jones.
09-12-2019 | Visie
De beloftes en uitdagingen van factorbeleggen
De beloftes en uitdagingen van factorbeleggen
De opkomst van factorbeleggen lijkt een adempauze te nemen.
23-10-2019 | Interview
Factor investors should be patient and brave
Factor investors should be patient and brave
What’s best, quantitative or fundamental?
05-09-2019 | Interview
Robeco’s Blitz wins award for low volatility article
Robeco’s Blitz wins award for low volatility article
Robeco’s Head of Quant Research has won a prestigious award for an article on hedge funds and the low volatility anomaly.
04-09-2019 | Visie
The characteristics of factor investing
The characteristics of factor investing
To make the most of factor investing, understanding how factors work and interact is key.
14-06-2019 | Research
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