Pioneers and leaders in quantitative investing, we focus on the invisible layers at work in portfolios and bring hidden factors to life. As we navigate more information and data, we systematically exploit market inefficiencies, knowing exactly what is at play.Factor investing is by no means a black box
Ever since Robeco’s first director stated that all our investment decisions should be research driven, we’ve been at the forefront of quantitative investing. Our quant researchers and portfolio managers maintain strong ties with the world of academia.
They conduct ground-breaking research and make valuable contributions to quant investment theory. Their work has profound impact on the risk-adjusted returns and solutions we provide. It is also pivotal in the development of the sophisticated factor definitions used to optimize our portfolios’ risk-return profiles.
Factor investing is often considered the third way of investing. Combining low cost and good performance is at the basis of its strong rise in recent years. At Robeco, we manage a range of pure quantitative equity, fixed income and multi-asset strategies. Lately, we’ve seen the rise of a variety of factors. However, profiting from factors needs a thorough understanding of what drives the market and which factors are rewarded with superior risk-adjusted performance.