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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Why Asian equities’ growth will outlast the AI-driven semiconductor cycle
In the latest episode of the Fiduciary Investors Series, Liao spoke with Top1000funds.com Asia Pacific correspondent Darcy Song on why the convergence of innovation, demographics and improving shareholder returns makes Asian equities an increasingly compelling diversification trade for asset owners navigating a geopolitically fractured world.
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China: why lower growth is good for you
In this edition of the Gemologist, we’ll look at the likely trajectory of the world’s second biggest economy in the light of this, argue why low growth could be better for investors – and show where we are finding value.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
ESG investing Does it just make you feel good, or is it actually good for your portfolio?
Investing with consideration of environmental, social and corporate governance (ESG) criteria has increased significantly in recent years. However, for a long time, the perception of investors was that ESGfocussed investing detracts from investment performance. This perception is starting to change. In this paper, we show that focussing on ESG factors can enhance returns. In particular,
Economic Outlook: Looking into 2014…
There may be ‘green shoots’, but 2014 will see no rush for the exit from abnormally loose monetary policies says Neil Williams, Chief Economist for Hermes’ Global Government & Inflation Bonds, in his Quarterly Economic Outlook. Despite volatility over ‘taper-gate’ and concerns that central banks will start withdrawing stimulus, policy rates and bond yields may
Copper: Where is the bottom?
For years metals such as aluminium, zinc and nickel have been persistently oversupplied. The copper market, in contrast, has been much tighter, primarily because China needs to import the metal but is largely selfsufficient in other metals. This has seen copper trade at a premium to other base metals and be recognised as a good
Hermes Responsible Ownership Principles
Hermes Ownership Principles address a simple question: What should owners expect of listed companies and what should these companies expect from their owners? The expectations set out in this document are derived from Hermes extensive experience as an active and engaged shareholder. This experience suggests that there are a number of reasons companies fail in
Public Engagement Report
Q1 2013 Public Engagement Report from Hermes Equity Ownership Services (EOS). This report contains a summary of the responsible ownership activities undertaken by EOS on behalf of its clients. It covers significant themes that have informed some of our intensive engagements with companies in Q1 2013. The report also provides information on our voting decisions
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