Quantitative investing
Lees onze nieuwste quantpapers
Research vormt de basis voor alles wat we doen
Short positions do not add value to factor investing strategies
Common wisdom among academics and investors has it that factors are best harvested using both long and short positions.
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
Strong multi-asset factor performance over more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
ETFs have yet to prove that they can beat active funds
Conventional wisdom has it that exchange-traded funds (ETFs) are an attractive, low-cost alternative to actively managed mutual funds.
