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Insights

Strong hands needed to unlock the potential of factor investing
Strong hands needed to unlock the potential of factor investing
The average investor is not good at timing.
19-06-2019 | Insight
Crash testing the Fama-French factor model in emerging stock markets
Crash testing the Fama-French factor model in emerging stock markets
Factor investing works in emerging stock markets, as well as in developed markets.
10-12-2018 | Research
Achieving your investment goals with factors: get specific factor exposure
Achieving your investment goals with factors: get specific factor exposure
Factor-based strategies can help investors get exposure to a particular factor.
25-10-2018 | Insight
Fama-French 5-factor model: why more is not always better
Fama-French 5-factor model: why more is not always better
Fama and French have expanded their original 3-factor model by adding two factors.
15-09-2018 | Insight
Guide to factor investing in equity markets
Guide to factor investing in equity markets
Factor investing is on the rise.
01-06-2018 | Insight
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
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
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 | Insight
Research reveals why sin stocks outperform
Research reveals why sin stocks outperform
The mystery of sin stocks’ outperformance has finally been unraveled.
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
Factor investing challenges: underperforming the benchmark
Factor investing challenges: underperforming the benchmark
Factor based allocation has become increasingly popular in recent years.
31-05-2017 | Factor investing challenges
Factor investing challenges: limiting turnover
Factor investing challenges: limiting turnover
Factor-based allocation has become increasingly popular in recent years.
05-05-2017 | Factor investing challenges
Factor investing challenges: unintended sector biases
Factor investing challenges: unintended sector biases
Factor-based allocation has become increasingly popular in recent years.
31-03-2017 | Factor investing challenges
Unintended factor biases
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 | Factor investing challenges
Lifting the lid on factor investing
Lifting the lid on factor investing
Factor investing is becoming mainstream, but not everyone agrees on how it is defined, or what factors should be used.
19-01-2017 | Insight
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
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 | Insight
The profitability of low volatility
The profitability of low volatility
Some people argue that the low risk anomaly can be explained by ‘profitability’, an example of a ‘quality’ factor.
08-09-2016 | Research
Factor investing: defining quality
Factor investing: defining quality
Robeco has added Quality to the key list of factors that it follows when constructing factor investing portfolios in equities.
11-07-2016 | Research
Robeco adds fourth factor Quality to its factor investing strategies
Robeco adds fourth factor Quality to its factor investing strategies
Investors increasingly decide to allocate strategically to factor premiums such as Value, Momentum and Low-Volatility.
15-06-2016 | Insight
Is rebalancing the source of factor premiums?
Is rebalancing the source of factor premiums?
Some argue that the mere mechanism of rebalancing increases returns, and that this explains the success of factor investment strategies.
14-08-2015 | Research
Ten key questions on factor investing
Ten key questions on factor investing
Investors are increasingly becoming aware of the advantages that factor investing has to offer and are starting to implement its lessons.
29-06-2015 | Insight
What history teaches us: 7 lessons for factor investing
What history teaches us: 7 lessons for factor investing
Long-term historical data will give you insights for the future, says Professor Elroy Dimson.
29-09-2014 | Video
How factor investing fits into active vs passive
How factor investing fits into active vs passive
Why factor investing makes sense.
19-09-2014 | Video
Factor investing: from theory to practice
Factor investing: from theory to practice
The theoretical returns of factors such as value, low-volatility and momentum are well documented.
21-11-2012 | Video
Short-term residual reversal
Short-term residual reversal
Conventional short-term reversal strategies exhibit dynamic exposures to the Fama and French (1993) factors.
17-11-2011 | Research
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