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Weena 850
Rotterdam, 3014 DA
Netherlands
Robeco Quantitative Investments
SSRN RANKINGS
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in Total Papers Citations
GTAA, Asset Allocation, Tactical Asset Allocation, Momentum, Value, Alpha
GTAA, value effect, momentum, global asset allocation
alpha, strategic asset allocation, volatility, volatility effect, low risk stocks, CAPM, Fama-French factors, international
Quantitative Investing, Factor Investing, Low Volatility, Net Payout, Momentum, Conservative Formula
short-term signals, market frictions, portfolio construction, transaction costs, investments, market efficiency
Factor zoo, factor model, factor investing, alpha, GRS test
momentum, time-varying risk, stock-specific returns, residual returns
asset allocation, TAA, economic regimes, business cycle, portfolio choice, time-varying risk, time-varying return
asset pricing, 5-factor model, 3-factor model, CAPM, low-beta, momentum
asset pricing, factor premiums, factor investing, short selling, limits to arbitrage, low volatility, size, value, momentum, profitability, investment, quality
volatility effect, anomaly, CAPM, arbitrage, asset pricing, agency effects, behavioral finance, low-beta anomaly
asset pricing, idiosyncratic momentum, momentum crashes, risk management
low risk, low volatility, low beta, minimum variance, anomaly, factor investing, smart beta, low-volatility investing
machine learning, asset management, portfolio management, factor investing
Factor investing, value, momentum, quality, low risk, low beta, factor timing, factor rotation, anomalies, factor premiums, asset pricing, factor models
machine learning, asset pricing, factor investing, alpha, investment strategies, trading costs
Asset pricing, short-term reversal, momentum, factor investing, market efficiency, liquidity
short-term reversal, dynamic risks, residual returns, trading costs, market efficiency
asset pricing, factor models, business cycle, value, momentum, low volatility, quality, behavioral finance
Value Premium, Value Investing, Value Factor, HML, Factor Investing, Factor Premia, Smart Beta, Asset Pricing, Market Efficiency, Crowding
factor investing, smart beta, value, momentum, low volatility
factor investing, smart beta, factor premiums, size, value, momentum, quality, low-volatility
strategic asset allocation, value, momentum, low-volatility, risk premiums, active management, passive management
factor investing, factor premiums, smart beta, value, momentum, quality, low risk, low volatility, asset pricing, market efficiency, Fama-French model
passive investing, index fund, ETF, dividend taxes, performance evaluation
Thematic indices, asset pricing, factor exposures, value, growth, profitability, quant investing
volatility effect, asset pricing, emerging markets, CAPM, alpha, low-volatility
factor investing, factor premiums, smart beta, exchange-traded funds, ETFs, value, momentum, low-volatility, overcrowding, factor crowding
commodities, factor premiums, strategic asset allocation, momentum, carry, low-volatility
quant crisis, value premium, factor investing, factor premia, smart beta
factor investing, smart beta
Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction
mutual fund performance, exchange-traded funds, ETFs, smart beta, factor investing, factor premiums, active versus passive, market efficiency
Low volatility anomaly, Low volatility investing, Low beta anomaly, Asset pricing, Factor investing, Quant investing
Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction, Rebalancing
sustainable investing, portfolio optimization, carbon footprint, sustainable development goals (SDG), ESG, factor investing
Divestment; Exclusion; Responsible Investing; Sin Stocks; Sustainability
Beta, Correlation, Investing, Low-risk, Shrinkage, Volatility
low volatility, low beta, profitability, betting against beta, 5-factor model
Equity risk premium, expected stock returns, risk-free return, CAPE, asset allocation
low volatility, low beta, betting against beta, value
mutual fund performance, active versus passive, persistence, index funds, momentum
benchmarking, low-volatility, volatility effect, minimum variance, minimum volatility, alpha
Low-Volatility Anomaly, Low-Beta Anomaly, Betting against Beta, Limits to Arbitrage, Hedge Funds, Factor Investing
Portfolio Management, Portfolio Construction, 130/30, Short-Extension, Alpha-Extension, Enhanced Active Strategies, Long-Only Constraint, Short Positions, Alpha, Beta, Equity Strategies, Hedge Fund Strategies, Alternative Investments, Hedge Fund Strategies
passive investing, index fund, ETF, emerging markets, performance evaluation, dividend taxes, tracking error
Exchange-traded funds, Performance evaluation, Tracking error
Sin Stocks, Exclusion, Divestment, Environmental Social and Governance (ESG), Socially Responsible Investing (SRI), Sustainable Development Goals (SDGs), Carbon Intensity, Paris-Aligned Investing, Climate Risk, Sustainable investing, Asset Pricing, Factor Investing
low-volatility investing, macro risk, Covid pandemic, climate risk, factor investing, quant investing
Alpha, Attention, Big Data, Investing, Media, News, Volatility
Divestment, Environmental Social and Governance (ESG), Exclusion, Socially Responsible Investing (SRI), Sustainable Development Goals (SDGs), Sustainable investing, Tobacco
Sustainable investing, Socially Responsible Investing (SRI), Environmental Social and Governance (ESG), Sustainable Development Goals (SDGs), Exclusion, Divestment; Issuance; Capital flows
China A shares, low risk, low volatility, low beta, minimum variance, anomaly, value, size, momentum, profitability, investments, smart beta, low-volatility investing
Capital requirements, Equities, Insurance, Pensions, Regulation, Solvency II
Carbon tax, efficient frontier, value investing, value premium, decarbonization, sustainable investing, ESG
asset pricing, beta anomaly, volatility anomaly, Fama-French 3-factor model, agency problems, delegated portfolio management
asset pricing, risk-free asset, CAPM, equity beta, bond beta
Fossil fuel, divestment, exclusion, sustainable investing, ESG, oil, asset pricing
Cost-of-capital, ESG investing, Portfolio management, Sin stocks, Sustainability, Tobacco
Active management, Portfolio management, Index concentration, Tracking error, Risk management
Sustainable investing, carbon footprint, SDG, Sustainable Development Goals, factor investing, quant investing, risk management, portfolio management, ESG
Factor investing, sustainable investing, quant investing, issuance, sustainability, ESG, cost of capital
sin stocks, vice, quality, profitability, investment, asset pricing, 5-factor model
Risk budgeting, tracking error, risk management
