Podcast

Quant Street, Episode 3 – Which factors work (and which don't)?

There are so many factors in academic literature that it’s even been called a zoo! But which factors actually work in real life – and which don’t? In the third episode of our Quant Street podcast series, we sit down with Matthias Hanauer, Director of Quant Selection Research at Robeco, to break it all down. He explains why some factors stand the test of time while others don’t – and the five key criteria that make a factor truly investable.

If you want to cut through the noise and focus on what really drives long-term alpha, this episode is for you. Listen now!

Authors

    Researcher
    Equity Investment Specialist

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This information is for informational purposes only and should not be construed as an offer to sell or an invitation to buy any securities or products, nor as investment advice or recommendation. The contents of this document have not been reviewed by the Monetary Authority of Singapore (“MAS”). Robeco Singapore Private Limited holds a capital markets services license for fund management issued by the MAS and is subject to certain clientele restrictions under such license. An investment will involve a high degree of risk, and you should consider carefully whether an investment is suitable for you.

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