Robeco

2018 Top 400 ranking: 94http://www.robeco.com

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Robeco

Exploring the world of factors

exploring the world of factors

Nine academics on the research, theory and implementation of factor investing. Our new book includes:

Speed read

• Seven interviews with high-profile external researchers including Dimson and Schaeffer on the theory of factor investing
• Two interviews with Robeco experts on the implementation of factor investing
• A brief introduction to our factor-based strategies, in particular Enhanced Index Equities

This booklet gathers interviews with seven high-profile external researchers in the academic field of finance, who delivered the keynote speeches at our Robeco Explore series of conferences on factor investing, across Europe and Asia, throughout 2017. It also features interviews with two of our most respected experts on factor investing, as well as a brief introduction to Robeco’s factor-based strategies, in particular Enhanced Index Equities. This document presents to the reader different views on what factor investing really means for investors, as well as a comprehensive overview of the current status of empirical research in this area.

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Head Office
Weena 850
Rotterdam
3014 DA
The Netherlands
Company website:
http://www.robeco.com
Parent Company:
ORIX Corporation
Year Founded:
1929
No. of investment offices worldwide:
15

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What’s new

  • 1520 factor investing is by no means a black box

    ‘Factor investing is by no means a black box’

    Asset Manager NewsMon, 18 Feb 2019

    In our second podcast, David Blitz discusses the latest trends and issues in factor investing, in which investors chase factors such as low-volatility, value or momentum to get the best picks for their funds. And he says intriguingly: “We do not offer black box solutions, but rather ‘glass box’ solutions”.

  • 1414 low risk in china

    Low risk in China

    White papersWed, 13 Feb 2019

    Does low-risk investing work with A-shares? This study finds that the low-risk anomaly is even bigger in China than in the US. It finds that whereas the relation between risk and return is too flat in the US, which is already at odds with the CAPM, the relation is outright inverted in China.

  • 1036 strong multi asset factor performance over more than two centuries

    Strong multi-asset factor performance over more than two centuries

    White papersTue, 12 Feb 2019

    To be considered relevant, a factor must first and foremost be backed by ample empirical evidence. In the absence of such evidence, academic research on multi-asset factor premiums could suffer from ‘p-hacking’ (or ‘data mining’). Recent research by Robeco uses new and previously unused deep historical financial data. The results allay any p-hacking concerns.

  • 1529 the investment industry needs to keep up its education efforts

    The investment industry needs to keep up its education efforts

    Asset Manager NewsMon, 11 Feb 2019

    Over the past five years, FTSE Russell’s annual smart beta survey of asset owners has become a must-read. It provides useful insights on how factor investing is perceived by global institutional investors. To dig deeper into the results of the latest survey, we talked to Marlies van Boven, Managing Director of Research & Analytics at FTSE Russell.

  • first podcast daniel wild 600x200

    Podcast: ‘We are approaching Peak Environment right now’

    White papersFri, 8 Feb 2019

    In the first podcast, Daniel Wild explains why embracing SI is “a good sort of selfish”, as it enables the investor to enjoy superior risk-adjusted returns while also helping the planet on a range of environmental, social and governance (ESG) issues at the same time.

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