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Factor Investing
Firm
Author
Type
Factor Investing
October 2025
Factoring in the Low-Volatility Factor
Pim van Vliet, Amar Soebhag, Guido Baltussen
Research
52 Pages
The authors evaluate why low volatility is missing from common asset pricing models and test it under real world constraints.
Portfolio Management
July 2025
Buffett’s Intangible Moats
Sparkline Capital
Kai Wu
Research
15 Pages
Sparkline captures how Warren Buffett’s success stems from evolving beyond traditional value investing toward companies rich in intangible assets—such as brand equity, IP, and network effects.
Portfolio Management
April 2025
Small Caps, Big Opportunities: Investing Beyond Large-Cap Stocks
Research Affiliates
Mario Albuquerque, Que Nguyen, Xi Liu
Research
13 Pages
Research Affiliates says the current valuation gap favoring small-cap stocks signals the potential to unlock value and outperform.
Portfolio Management
October 2024
Leveraging the Low-Volatility Effect
Robeco
Lodewijk van der Linden
Research
13 pages Pages
Robeco provides an explanation of the low-volatility effect and explores five use cases to leverage upon the low-volatility effect to unlock the full potential of this underutilized factor.
Portfolio Management
January 2024
Value investing: “The reports of my death have been greatly exaggerated”
Robeco
Matthias Hanauer
Research
11 Pages
Robeco explores the resurgence of the Value factor since the Covid-19 vaccine announcement roughly three years ago, with insights from ten key graphs.
Portfolio Management
January 2024
The Quality Anomaly: The Weirdest Market Inefficiency in the World
GMO
Ben Inker
Research
10 Pages
Ben Inker of GMO explores the enduring and puzzling “quality anomaly,” where higher quality equities and bonds—despite being lower risk—have historically delivered better returns.
Portfolio Management
September 2023
The Cross-Section of Factor Returns
Robeco
David Blitz
Research
33 Pages
Robeco Quantitative Investments analyzes more than 150 equity factors to understand how they behave across market environments.