Robeco Asset Management Podcast

Zoo-ming in and out of the factor zoo

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Episode notes

Quant equity investing has enjoyed the resurgence of value since late 2020. Meanwhile, the quest for innovation in capturing returns continues unabated. Since the birth of quant investing, there’s been a steady rise in the number of factors that researchers claim can explain alpha. But it turns out that 15 factors are enough to capture most of the drivers of equity market returns.