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Quantitative Investing Glossary

Active management
Anomaly
Behavioral finance
Capital Asset Pricing Model
Data mining
Diversification over factors


Downside risk
Efficient (advanced) approach
Enhanced indexing
Evidence-based investing
Factor investing
Factor premium


Factor optimization approach
Factor-tilt approach
Gradient descent
LASSO regression
Low volatility anomaly
Low volatility ETF


Low volatility factor
Low volatility strategies
Momentum factor
Monitoring factor exposure
Multi-factor model


Norwegian Government Pension Fund
Passive investing
Quality-factor
Quantitative research
Random forest


Risk due diligence approach
Risk factor
Shapley values
Sharpe ratio
Size factor


Smart beta or alternative beta
Systematic approach
Traditional versus factor allocation
Unrewarded risks
Value factor


Volatility



More glossary terms

Sustainable Investing
Quantitative Investing
Fixed income


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Robeco Institutional Asset Management B.V. (DIFC Branch) is regulated by the Dubai Financial Services Authority (“DFSA”) and only deals with Professional and Market Counterparty Clients and does not deal with Retail Clients as defined by the DFSA. Nothing on this website constitutes a financial advice.