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Het wetenschappelijke bewijs voor factoren onder de loep
Het wetenschappelijke bewijs voor factoren onder de loep
Hoe belangrijk zijn factortilts?
12-06-2017 | Interview
Robeco sponsors PLSA ‘Made Simple Guide’ to Factor Investing
Robeco sponsors PLSA ‘Made Simple Guide’ to Factor Investing
Robeco has sponsored a new ‘Made Simple Guide’ to Factoring Investing published by the Pensions and Lifetime Savings Association (PLSA).
09-06-2017 | Vooruitblik
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
Expected Returns 2017 - 2021
Expected Returns 2017 - 2021
Download de volledige publicatie
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
Uitdagingen bij factorbeleggen: onbedoelde sector biases
Uitdagingen bij factorbeleggen: onbedoelde sector biases
De afgelopen jaren is assetallocatie op basis van factoren steeds populairder geworden.
31-03-2017 | Uitdagingen bij factorbeleggen
Drie manieren om factoren en smart beta toe te passen
Drie manieren om factoren en smart beta toe te passen
Factorstrategieën en smart beta profiteren van bewezen factorpremies, waarmee ze het risico-rendementsprofiel van een portefeuille kunnen verbeteren.
29-03-2017 | Visie
The smart beta ETF vogue is no threat to factor investing
The smart beta ETF vogue is no threat to factor investing
The success of smart beta ETFs has raised concerns over a possible ‘overcrowding’ of factor strategies.
29-03-2017 | Research
Decomposing fundamental indexation?
Decomposing fundamental indexation?
Previous studies have shown that the value added by fundamental indexation strategies is entirely driven by their implicit exposure to the classic value premium.
22-03-2017 | From the field
Is smart beta performance driven by rising valuations?
Is smart beta performance driven by rising valuations?
Rob Arnott, argues that the good recent performance of many smart beta strategies has mainly been driven by rising valuations.
08-03-2017 | From the field
Factor investing challenges: unintended factor biases
Factor investing challenges: 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
Finding Value in government bonds
Finding Value in government bonds
The Value factor has been exploited for decades by equity investors and academic research shows it can also be applied to fixed income, in particular to government bonds.
24-02-2017 | Visie
Investors need a better understanding of liquidity risk
Investors need a better understanding of liquidity risk
Ronnie Sadka is a prominent academic voice on topics like liquidity in financial markets, high frequency trading and hedge funds.
21-02-2017 | Interview
Customizing Core Quant Strategies
Customizing Core Quant Strategies
Robeco’s Core Quant equity strategies exploit Value, Quality and Momentum factor premiums, combined within a transparent portfolio algorithm designed to consistently outperform the market.
20-02-2017 | Visie
Factor investing challenges: finding the right set of strategies
Factor investing challenges: finding the right set of strategies
Allocation to factors has become increasingly popular in recent years, but practical implementation remains a puzzle for many investors.
30-01-2017 | Uitdagingen bij factorbeleggen
The case for the size premium
The case for the size premium
This AQR working paper argues that the size effect does, in fact, exist.
16-12-2016 | From the field
The case against the size premium
The case against the size premium
This Research Affiliates research note argues that the size premium does not exist.
14-12-2016 | From the field
‘Culture is a crucial factor in quant investing’
‘Culture is a crucial factor in quant investing’
Quant investing is becoming more widely accepted.
13-12-2016 | Interview
Concerns regarding the new Fama-French 5-factor model
Concerns regarding the new Fama-French 5-factor model
Nobel prize laureate Eugene Fama and fellow researcher Kenneth French have revamped their famous 3-factor model.
12-12-2016 | Research
Introducing a new factor – Quality
Introducing a new factor – Quality
Robeco has long been a pioneer in quantitative investing, having exploited the Value and Momentum effects since the early 1990s and Low Volatility since 2006.
05-12-2016 | Visie
Connecting academic theory and financial industry practices
Connecting academic theory and financial industry practices
Throughout his career, Noël Amenc has championed the incorporation of academic research into the decision-making of finance professionals and regulators.
01-12-2016 | Interview
A long-term perspective
A long-term perspective
The 2015 edition of the Global Investment Returns Yearbook published by Credit Suisse contained several interesting long-term analyses.
30-11-2016 | From the field
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
Not only high-volatility stocks underperform
Not only high-volatility stocks underperform
One of the explanations for the low-volatility anomaly is that stocks with lottery-like characteristics (a small chance of experiencing a large positive payoff) are overpriced.
02-11-2016 | From the field
Carry-fonds viert eerste verjaardag met sterk resultaat
Carry-fonds viert eerste verjaardag met sterk resultaat
Het fonds Robeco Global Diversified Carry is in augustus 2015 gelanceerd om te profiteren van een kwantitatieve strategie die zoekt naar yield in verschillende beleggingscategorieën.
29-09-2016 | Visie
Low Vol in historisch perspectief: fondsbeleggen sinds 1774
Low Vol in historisch perspectief: fondsbeleggen sinds 1774
Als portefeuillemanagers van Robeco Conservative Equities willen we onze rol in historisch perspectief plaatsen en leren van de geschiedenis van de financiële markten, en dan met name beleggingsfondsen.
21-09-2016 | Research
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