ROBECO - Thu, 02/02/2023 - 20:34

Guide to Conservative Investing

The Robeco Conservative Equities strategy is designed to capture the low-risk premium, which is one of the oldest anomalies in equity research. The concept and design of the strategy is based on research that documents how taking on more risk is not necessarily rewarded in the long run. This includes several studies on the low volatility effect.

Interestingly, this factor remains largely ignored by academics, despite it being supported by abundant empirical evidence. However, it has remained strong post-publication and we have seen its popularity steadily grow among investors. In the next section, we delve deeper into the low volatility anomaly before circling back to the Conservative Equities strategy which incorporates multiple risk (including low volatility) and return factors in its approach.


Read the book here

CLICK HERE TO READ PAPER

Sign Up Now for Full Access to Articles and Podcasts!

Unlock full access to our vast content library by registering as an institutional investor .

Create an account

Already have an account ? Sign in