Are all value stocks and all momentum stocks equally attractive? In our research, we found that different types of value and momentum stocks exhibit very different performance characteristics. A value approach which incorporates some momentum and risk considerations tends to outperform a generic approach, but a value approach which intentionally goes against these factors significantly underperforms. Our analysis helps to better understand what differentiates a successful factor investing approach from an unsuccessful one. The return difference between good and bad strategies can be up to 5-7% per year. Read more about this research.
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The beauty and the beast of value and momentum investing
David Blitz, 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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Exchange Traded Funds: Maximizing the Opportunities for Institutional Investors
Around the world, exchange traded funds (ETFs) are becoming an increasingly important component of institutional investors’ portfolios. In this Vision Focus paper, we examine ETFs, including regional differences and changing regulations, as well the growing number of institutional uses for them. Click here to download the reportmrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Sovereign Wealth Funds Assessing the Impact
Leveraging State Street’s position as a market practitioner, this Vision paper examines the lack of a universal definition for sovereign wealth funds, the debate regarding transparency, and the impact these large and fast-growing institutional investors are likely to have on the capital markets. Click here to download the reportmrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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