When equity factors drop their shortsA summary of the paper “When equity factors drop their shorts” by David Blitz, Guido Baltussen and Pim van Vliet, published in the Financial Analysts Journal in 2020. /episode/index/show/robecoaudiopaper/id/20473391
Strong hands - bridging the behavioral gapThe average investor is not good at timing. Adverse timing can completely wipe out the returns generated by factor investing strategies. Investors with ‘strong hands’ ─ patient long-term investors with persistent style exposures ─ are much more likely to make the most of factor investing./episode/index/show/robecoaudiopaper/id/10205462
Guide to low volatility investing'Robeco Conservative Equity strategies are based on the revolutionary idea that risk and return do not go hand in hand. This anomaly forms the basis of our philosophy' - Portfolio Manager Pim van Vliet/episode/index/show/robecoaudiopaper/id/9849812
