Equity factor investing is a strategy which chooses stocks on attributes that are associated with higher returns, e.g. past returns or the book-to-market ratio. Such strategies have been highly successful in both academic studies and in practice. Recently there has been a tremendous growth in factor investing, often called smart beta investing.
Why did factor investing yield superior returns and will it continue to do so?
At this event, we have discussed recent findings in behavioral finance, a field of study that combines psychological theory with conventional economics to explore how human biases affect trading behavior.
Mr. Martin Martens is Head of Allocation Research at Robeco. He is responsible for quantitative fixed income research.
Prior to joining Robeco in 2006, Martin held assistant/associate professorships at Lancaster University (UK), University of New South Wales (Australia) and Erasmus University Rotterdam. His publications include Journal of Banking and Finance, Journal of International Money and Finance, and Journal of Econometrics. He is a part-time Associate Professor of Finance at Erasmus University Rotterdam. Martin holds a PhD in Finance from the Erasmus University of Rotterdam.
The Univest Company B.V. is Unilever's in-house central investment services company responsible for overseeing the c. €24bn of assets of Unilever's 75+ worldwide pension schemes in more than 40 countries. The Univest Company provides services to Unilever and Unilever's pension schemes, ranging from advice and assistance to reviewing and fully implementing strategies assisting plans to better manage risk and invest responsibly.
The speaker event was organised by the executive Master International Finance (MIF) for students, alumni and industry leaders.
You can access the full recording and slides at any time under the link below.
The Master in International Finance Speaker events are organized during the academic year.
The Speaker events aims to serve as inspiration and provide networking opportunities to MIF students, alumni, friends, colleagues, and other interested members of the Master in International Finance community.
For information on upcoming events or opportunities to speak in the series, contact the director of the MIF programme, Dr Jens Martin.