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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
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
Breaking away from market-cap weighting is really important
Breaking away from market-cap weighting is really important
Mebane – or ‘Meb’ as he is known – Faber is co-founder and chief investment officer of Cambria Investment Management.
19-11-2018 | Interview
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
Beleggingsdoelen realiseren met factoren: kostenreductie
Beleggingsdoelen realiseren met factoren: kostenreductie
Factorstrategieën kunnen beleggers helpen de beheerkosten te verlagen.
03-09-2018 | Visie
Selecting managers based on their past performance
Selecting managers based on their past performance
Is past performance of any use for investors?
28-08-2018 | From the field
Een slimme manier om kwantitatief en duurzaam beleggen te combineren
Een slimme manier om kwantitatief en duurzaam beleggen te combineren
Aandelenstrategieën op basis van factoren bieden niet alleen een beter risico-rendementsprofiel, maar kunnen beleggers ook helpen hun duurzaamheidsdoelen te realiseren.
12-06-2018 | Visie
Handleiding voor factorbeleggen op aandelenmarkten
Handleiding voor factorbeleggen op aandelenmarkten
Factorbeleggen zit flink in de lift.
01-06-2018 | Visie
Beleggingsdoelen realiseren met factoren: verbetering van rendement
Beleggingsdoelen realiseren met factoren: verbetering van rendement
Factorstrategieën kunnen beleggers helpen hun rendement op de lange termijn te verbeteren.
28-05-2018 | 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
‘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
Academic research absolutely supports smart beta
Academic research absolutely supports smart beta
For over four decades, Burton Malkiel has advocated for broad passive exposure to financial markets.
11-12-2017 | Interview
Factor challenges: preparing for implementation
Factor challenges: preparing for implementation
How should I prepare for the implementation of a factor-based strategy?
28-11-2017 | Uitdagingen bij factorbeleggen
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
Factor investing challenges: implementation costs
Factor investing challenges: implementation costs
Are implementation costs factor investing’s Achilles’ heel?
28-09-2017 | Uitdagingen bij factorbeleggen
Verklaring gevonden voor outperformance sin stocks
Verklaring gevonden voor outperformance sin stocks
Het mysterie van de outperformance van zogenoemde sin stocks is eindelijk ontrafeld.
11-09-2017 | Research
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
Tien dingen die je moet weten over factorbeleggen
Tien dingen die je moet weten over factorbeleggen
Factorbeleggen heeft de afgelopen tien jaar steeds meer voet aan de grond gekregen.
31-08-2017 | Visie
Factor investing also works with Chinese A-shares
Factor investing also works with Chinese A-shares
Many characteristics set A-shares apart from other equities.
24-08-2017 | Interview
The Quality Factor
The Quality Factor
The quality effect is the tendency of high-quality stocks to outperform low-quality ones.
19-07-2017 | From the field
Factor investing: limited overcrowding risk
Factor investing: limited overcrowding risk
A key concern often voiced by factor investing and smart beta sceptics is the possible risk of overcrowding.
03-07-2017 | Research
Factor investing challenges: determining how much to allocate
Factor investing challenges: determining how much to allocate
Factor-based strategies have become increasingly popular in recent years.
30-06-2017 | Uitdagingen bij factorbeleggen
Ten misconceptions about smart beta investing
Ten misconceptions about smart beta investing
This paper* attempts to debunk no fewer than ten myths about smart beta.
07-06-2017 | From the field
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
The siren song of factor timing
The siren song of factor timing
Timing when to enter and exit factors seems to be the holy grail of quant investing.
26-04-2017 | From the field
The rise of Factor Investing - is it just a hype?
The rise of Factor Investing - is it just a hype?
Factor Investing is increasingly in the spotlight.
05-04-2017 | Video
Smart beta is no monkey business
Smart beta is no monkey business
It has been argued that all smart beta strategies generate positive exposure to value and small-cap stocks in much the same way as randomly generated portfolio strategies do.
05-04-2017 | From the field
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