By continuing on this site you have agreed to cookies being placed and accessed by this website. More information and adjusting cookie settings.

Robeco uses cookies to analyze your visit to this site, to share information via social media and to personalize the site and advertisements in line with your own preferences. By clicking on agree or by continuing on this site, you agree to the above. More information and adjusting cookie settings.

AGREE

Robeco uses cookies to analyze your visit to this site, to share information via social media and to personalize the site and advertisements in line with your own preferences. By clicking on agree or by continuing on this site, you agree to the above. More information and adjusting cookie settings.

AGREE

By continuing on this site you have agreed to cookies being placed and accessed by this website. More information and adjusting cookie settings.

Les stratégies d'investissement factoriel efficaces

Plaatje Whitepaper_fi_140x175px.jpgLes investisseurs choisissent de plus en plus de procéder à des allocations stratégiques aux primes factorielles telles que les primes de valorisation, de momentum, de faible volatilité et de qualité.
Nous pensons que les stratégies factorielles classiques ne sont pas optimales car elles supposent des expositions significatives à des risques non rémunérateurs et que des approches d'investissement factoriel plus efficaces sont davantage en mesure de générer d'excellentes performances corrigées du risque.

Pour finir, nous tenons à expliquer que la conjugaison optimale de facteurs au sein d'un portefeuille institutionnel dépend des préférences des investisseurs.

Partager :


banner-newsletter-fr-253x185px.jpg