Generic strategies designed to harvest a certain factor premium regularly conflict with other factor premiums. We find that the premiums associated with these strategies tend to shrink, sometimes even to zero, in these periods of factor disagreement. Enhanced factor strategies, on the contrary, are explicitly designed to avoid stocks that are unattractive on other established factors. As a result, we find not only that their added value is higher on average, but also that they continue to deliver when generic factor strategies struggle. Read more about this white paper.
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When factors disagree
Bart Van der Grient, David Blitz PhD, Pim van Vliet 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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If good pain exists, private markets are feeling it
Uncertainty surrounding the impact of the US administration’s policy plans weighed on markets, including the implementation and reversal of tariffs, job cuts across the federal workforce and tightened immigration enforcement.
Bond allocations increase as diversification benefits come to the fore
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This article was produced by Capital Group without involvement from the Top1000funds.com editorial team.
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Uncertainty surrounding the impact of the US administration’s policy plans weighed on markets, including the implementation and reversal of tariffs, job cuts across the federal workforce and tightened immigration enforcement.
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Implementing factor strategies in the corporate bond market
While factor strategies have been running for decades in equity markets, their application to corporate bonds has been pioneered in Robeco. There are many similarities between equities and credits and also important differences: in particular the liquidity of corporate bonds. Read more about this new white paper »
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