en en de fr de en de de de de fr de en de de en en en en en de en fr en en nl fr de es en zh en it ja ru es en nl ja en en en sv hbs_lat de en en en en en en en en en en en de de en en en de de en en en de de de de de en de de de de en fr de de de en it de de de lb
Behavioral finance studies the influence of psychology and sociology on the behavior of investors and how this can impact the financial markets.
This is a form of investing that uses specific academic insights and evidence in constructing investment portfolios.
At the request of the Norwegian Government Pension Fund, Ang, Goetzmann and Schaefer carried out research into investment performance realized in 2009. Interest in factor investing increased further as a result of this study.
Robeco believes in using an academic approach based on empirical evidence to identify and understand factor premiums. Robeco further conducts research into the reasons why factor premiums occur. This academic approach is also evident in the work the company performs jointly with the academic world and by the range of papers it publishes in academic journals.
Two research papers produced for Robeco by Professors Koedijk, Slager and Stork are examples of this collaboration. The first research paper, ‘Investing in Systematic Factor Premiums' provides mainly academic evidence for the existence of factors. The second, titled ‘Factor Investing in Practice: A Trustees' Guide to Implementation' (2014), takes a more practical approach.
In addition, Robeco organizes public debates on factor investing in cooperation with the academic world. Professors Gruber, Goetzmann and Ang, for instance, have been asked to speak during such debates.
* A. Ang, W.N. Goetzmann, S.M. Schaefer: 'Evaluation of Active Management of the Norwegian Government Pension Fund', 2009.
Wir sind seit über 25 Jahren führend im Bereich „Quant Investing”.
Back to the Quantitative Investing Glossary Sustainable Investing Glossary Credit Investing Glossary
Value-Identifizierung durch maschinelles Lernen
Mit auf maschinellem Lernen basierenden Modellen (ML-Modelle) zur Erkennung von Fehlbewertungen lassen sich versteckte Nichtlinearitäten aufdecken, die für die Prognose des Fundamentalwerts einer Aktie wichtig sind.
Nowcasting growth to enrich the factors used for government bond selection
We have added a quality measure for the selection of government bonds.
Wie investieren bei Deflation, Inflation und Stagflation?
Wenn die Inflation steigt, werfen Aktien und Multi-Asset-Portfolios üblicherweise weniger Rendite ab – insbesondere, wenn zugleich die Wirtschaft stagniert („Stagflation“).