Rotterdam, 3011 AG
Netherlands
http://www.robeco.com/quant
Robeco Asset Management
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market efficieny, anomalies, short-term reversal, portfolio construction, market impact, transaction costs, liquidity
stock selection, behavioral finance, alpha strategies, equity returns, option markets, stock markets, information spillover, asset pricing
commodity futures, momentum, term structure, futures curve, roll yield, backwardation, contango, transaction costs
Alpha, China, A-shares, Factor investing, Investing, Momentum, Value