There is a shift towards allocating to the factor premiums momentum, value and low volatility. However, since common factor indexes are a suboptimal way to harvest factor premiums, this paper shows the improved results of a more sophisticated approach. Factor strategies developed by Robeco lead to higher returns, while lowering the risks, resulting in higher Sharpe ratios. Read more about this white paper.
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A ‘Sharper’ approach to factor premiums
David Blitz PhD, Joop Huij PhD, research, Robeco Asset Management
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Private asset funds are no longer fit-for-purpose
The surging interest in generative AI has triggered a technological arms race, driving demand for data centres. Investors are looking to capitalise on what is often described as a generational opportunity, but as Blue Owl’s James Clarke cautions, there are several important factors to assess in partners for the long-term.
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