Rotterdam, 3014 DA
Robeco Asset Management - Quantitative Strategies
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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
asset allocation, TAA, economic regimes, business cycle, portfolio choice, time-varying risk, time-varying return
volatility effect, anomaly, CAPM, arbitrage, asset pricing, agency effects, behavioral finance, low-beta anomaly
short-term reversal, dynamic risks, residual returns, trading costs, market efficiency
strategic asset allocation, value, momentum, low-volatility, risk premiums, active management, passive management
passive investing, index fund, ETF, dividend taxes, performance evaluation
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momentum, time-varying risk, stock-specific returns, residual returns
Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction
volatility effect, asset pricing, emerging markets, CAPM, alpha, low-volatility
commodities, factor premiums, strategic asset allocation, momentum, carry, low-volatility
mutual fund performance, active versus passive, persistence, index funds, momentum
Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction, Rebalancing
passive investing, index fund, ETF, emerging markets, performance evaluation, dividend taxes, tracking error
Exchange-traded funds, Performance evaluation, Tracking error
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
benchmarking, low-volatility, volatility effect, minimum variance, minimum volatility, alpha
factor investing, smart beta, value, momentum, low volatility
asset pricing, beta anomaly, volatility anomaly, Fama-French 3-factor model, agency problems, delegated portfolio management
File name: EUFM.
asset pricing, beta anomaly, volatility anomaly, Fama‐French 3‐factor model, agency problems, delegated portfolio management
Capital requirements, Equities, Insurance, Pensions, Regulation, Solvency II
sin stocks, vice, quality, profitability, investment, asset pricing, 5-factor model
asset pricing, idiosyncratic momentum, momentum crashes, risk management
factor investing, factor premiums, smart beta, exchange-traded funds, ETFs, value, momentum, low-volatility, overcrowding, factor crowding
Low-Volatility Anomaly, Low-Beta Anomaly, Betting against Beta, Limits to Arbitrage, Hedge Funds, Factor Investing
asset pricing, 5-factor model, 3-factor model, CAPM, low-beta, momentum
low volatility, low beta, profitability, betting against beta, 5-factor model
factor investing, smart beta
low volatility, low beta, betting against beta, value
Risk budgeting, tracking error, risk management
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