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The EU’s SI regulation is both visionary and challenging
The EU’s SI regulation is both visionary and challenging
The key challenge is to move from ESG integration to impact investing.
23-06-2021 | Visie
We will set five-year carbon footprint reduction goals
We will set five-year carbon footprint reduction goals
Decarbonization in the making.
22-02-2021 | Interview
CO2 emissions and the pricing of climate risk
CO2 emissions and the pricing of climate risk
Does lower sustainability mean lower returns?
23-09-2019 | From the field
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
Kwantitatief beleggen met een simpele formule
Kwantitatief beleggen met een simpele formule
Kwantitatief beleggen moet eenvoudig te begrijpen zijn.
09-05-2018 | Research
Dividendaandelen: stabiel en sterk
Dividendaandelen: stabiel en sterk
Veel beleggers richten zich alleen op dagelijkse koersbewegingen.
24-04-2018 | Visie
The Formula: Maximum drawdown
The Formula: Maximum drawdown
Preservation of capital and a steady performance are important considerations in investing.
02-04-2018 | Visie
Een populaire lagevolatiliteitsindex verbeteren
Een populaire lagevolatiliteitsindex verbeteren
Beleggingsproducten op basis van populaire smartbeta-indices zijn enorm succesvol.
14-02-2018 | From the field
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
Investment lessons from the racetrack
Investment lessons from the racetrack
Misperceptions matter.
11-10-2017 | From the field
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
De risico-rendementsparadox van laagvolatiel beleggen
De risico-rendementsparadox van laagvolatiel beleggen
Low volatility is een nieuwe beleggingsstijl, die het risico verlaagt zonder dat dit ten koste gaat van het rendement.
25-04-2017 | Video
Characteristics of different low-volatility strategies
Characteristics of different low-volatility strategies
A study* by three Blue Sky pension provider researchers (Bastiaan Pluijmers, Imke Hollander and Ramon Tol) together with Dimitris Melas from MSCI compares the characteristics of nine different low-volatility strategies.
17-02-2016 | From the field
Low-volatility anomaly among mutual funds
Low-volatility anomaly among mutual funds
A paper* examines whether the low-volatility anomaly, which has been extensively documented for global equity markets, is also visible in mutual fund returns.
27-03-2015 | From the field
Beauty and the beast of low-volatility investing
Beauty and the beast of low-volatility investing
Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy.
17-02-2015 | Research
Why low-volatility investing is exciting and important
Why low-volatility investing is exciting and important
ForewordLow-volatility investing is a great place for investors and researchers.
12-01-2015 | Research
Low-Volatility Investing: Collected Robeco Articles
Low-Volatility Investing: Collected Robeco Articles
Robeco launches the 2015 Edition of “Low-Volatility Investing” by David Blitz, PhD, Head Robeco Quantitative Equity Research and Pim van Vliet, PhD, Senior Portfolio Manager, Robeco Conservative Equities.
01-01-2015 | Research
Waarom is er een volatiliteitseffect? Nieuwe gezamenlijke studie
Waarom is er een volatiliteitseffect? Nieuwe gezamenlijke studie
Robeco’s David Blitz, Pim van Vliet en auteur Eric Falkenstein publiceren hun paper ‘Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions’.
30-04-2014 | Research
Laagvolatiel beleggen: hoe verschilt de Robeco aanpak van andere?
Laagvolatiel beleggen: hoe verschilt de Robeco aanpak van andere?
Wat maakt de Robeco-aanpak voor laagvolatiel beleggen bijzonder?
30-09-2013 | Video
Wat is de low volatility-anomalie?
Wat is de low volatility-anomalie?
Risico en rendement gaan niet altijd hand in hand.
09-09-2013 | Video
Hoe past de conservative strategie in de portefeuille?
Hoe past de conservative strategie in de portefeuille?
Pim van Vliet, Portefeuillemanager Conservative Equities, laat zien hoe de strategie in een beleggingsportefeuille past.
05-09-2013 | Video
10 dingen die je moet weten over Conservative Equities
10 dingen die je moet weten over Conservative Equities
Robeco’s Conservative-strategieën streven naar een aandelenrendement tegen een laag neerwaarts risico.
04-09-2013 | Visie
What is driving the growth in low-volatility investing?
What is driving the growth in low-volatility investing?
A long and successful track record, portfolios covering global, developed and emerging markets and a sophisticated quantitative investment process are propelling the take-up of Conservative Equities, says Arlette van Ditshuizen.
18-10-2012 | Visie
Enhancing a low-volatility strategy is particularly helpful when generic low volatility is expensive
Enhancing a low-volatility strategy is particularly helpful when generic low volatility is expensive
Frequently the question comes up if low-volatility is ‘expensive’, measured by multiples such as P/E and P/B ratios.
01-06-2012 | Research
Case closed: high volatile stocks have lower returns
Case closed: high volatile stocks have lower returns
Over his long career, Professor Robert Haugen has been an advocate of quantitative investing in general and low-volatility investing in particular.
16-05-2012 | Visie
Professor Robert Haugen speaks at Robeco low-volatility investing seminar
Professor Robert Haugen speaks at Robeco low-volatility investing seminar
10-05-2012 | Video
Low-volatility investing: a long-term perspective
Low-volatility investing: a long-term perspective
Over the long-run, risk and return within equity markets are not related.
16-01-2012 | Research
How to benchmark low-volatility strategies
How to benchmark low-volatility strategies
What is the best way to measure the performance of a strategy focused on risk-adjusted return?
14-07-2011 | Research
Ten things you should know about minimum volatility investing
Ten things you should know about minimum volatility investing
Academic evidence shows that low volatility stocks earn high risk-adjusted returns.
01-10-2010 | Visie
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