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Lees onze nieuwste quantpapers
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.

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