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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
Data sets – Volatility-sorted portfolios
Data sets – Volatility-sorted portfolios
This dataset file contains two volatility-sorted datasets going back to 1929 (last update: April 2022).
01-04-2022 | Data sets
The Formula: Maximum drawdown
The Formula: Maximum drawdown
Capital preservation and steady performance are important considerations in investing.
31-03-2022 | Visie
Fama-French 5-factormodel: waarom meer niet altijd beter is
Fama-French 5-factormodel: waarom meer niet altijd beter is
Fama en French hebben hun oorspronkelijke 3-factormodel uitgebreid met twee nieuwe factoren: investment en profitability.
10-03-2022 | Visie
Shrunk betas can fortify Low-risk portfolios
Shrunk betas can fortify Low-risk portfolios
Research shows that beta forecasts are improved by shrinking correlations more than relative volatilities.
17-02-2022 | Research
Risky CAPE: Is there an alternative?
Risky CAPE: Is there an alternative?
The prospect of rising real yields could accentuate the elevated nature of equity market valuations.
01-11-2021 | Visie
Low Volatility investing: now more than ever
Low Volatility investing: now more than ever
Low Volatility strategies can handle changes in the investment landscape.
01-06-2021 | Visie
Wat staat aandelen met laag risico te wachten na ‘geweldig’ decennium?
Wat staat aandelen met laag risico te wachten na ‘geweldig’ decennium?
Het afgelopen decennium was in vele opzichten uitzonderlijk voor aandelenbeleggers.
05-03-2020 | Visie
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | Research
Guide to low volatility investing
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | Visie
Looking for defensive European stocks? Follow the guide...
Looking for defensive European stocks? Follow the guide...
In order to thrive, quant strategies do not necessarily have to be black boxes.
28-05-2019 | Visie
Beleggingsdoelen realiseren met factoren: specifieke factorexposure
Beleggingsdoelen realiseren met factoren: specifieke factorexposure
Factorstrategieën kunnen beleggers helpen om exposure te krijgen naar een bepaalde factor.
25-10-2018 | Visie
Handleiding voor factorbeleggen op aandelenmarkten
Handleiding voor factorbeleggen op aandelenmarkten
Factorbeleggen zit flink in de lift.
01-06-2018 | Visie
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
Putting factor investing theory into practice
Putting factor investing theory into practice
What are the basic steps investors should take to implement factor investing?
20-03-2018 | Interview
Low turnover: a virtue of low volatility
Low turnover: a virtue of low volatility
Trading is necessary to follow an active strategy, but excessive trading is linked to human behavior.
24-01-2018 | Research
‘Strong hands’ nodig om potentieel factorbeleggen te benutten
‘Strong hands’ nodig om potentieel factorbeleggen te benutten
De gemiddelde belegger is niet goed in het timen van de markt.
22-12-2017 | Visie
Next time, ask your fund manager what kind of car they drive
Next time, ask your fund manager what kind of car they drive
Tell me what car you drive and I will tell you who you are.
13-12-2017 | From the field
Geld verliezen met passief beleggen
Geld verliezen met passief beleggen
Passief beleggen is wel populair, maar brengt ook serieuze problemen met zich mee.
30-10-2017 | Column
Mixed versus integrated multi-factor portfolios
Mixed versus integrated multi-factor portfolios
Many investors acknowledge the merits of factor investing but disagree on how to implement it.
12-10-2017 | Visie
Investment lessons from the racetrack
Investment lessons from the racetrack
Misperceptions matter.
11-10-2017 | From the field
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
Vijf zorgen over low volatility index-ETF’s
Vijf zorgen over low volatility index-ETF’s
Aandelenbeleggers die een lage volatiliteit nastreven, kunnen kiezen tussen actieve managers en index-ETF’s.
27-06-2017 | Research
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
Unintended factor biases
Unintended factor biases
Allocation to factors has become increasingly popular in recent years, but practical implementation remains a puzzle for many investors.
28-02-2017 | Uitdagingen bij factorbeleggen
Is the relationship between risk and return positive or negative?
Is the relationship between risk and return positive or negative?
This paper challenges the earlier work of Fu (2009).
16-11-2016 | From the field
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
The profitability of low volatility
The profitability of low volatility
Some people argue that the low risk anomaly can be explained by ‘profitability’, an example of a ‘quality’ factor.
08-09-2016 | Research
Bewijs lage volatiliteit gaat terug tot 1873
Bewijs lage volatiliteit gaat terug tot 1873
Aangezien er steeds meer nieuwe historische databases beschikbaar komen, zijn er geweldige mogelijkheden om out-of-sample te testen op marktafwijkingen.
15-02-2016 | Visie
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