Quantitative Investing

Portfolio Management
February 2026

Seizing fundamental and quant alpha in developed equity markets

Robeco

Research

17 Pages

Robeco examines how blending fundamental stock selection with quantitative signals can help investors pursue alpha in developed equities.

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Portfolio Management
December 2025

Equity style: value vs growth

Meketa

Research

16 Pages

Meketa Investment Group revisits the long running debate between value and growth equity styles using United States index data and sector breakdowns.

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Portfolio Management
November 2025

Momentum factor investing: Evidence and evolution

Research

47 Pages

The authors review momentum’s evolution and test it across 150 years and 46 countries, finding it is “sizable, robust, persistent, and fundamentally multi-dimensional".”

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Europe
October 2025

Quantitative Precision: Seeking to Unlock High Alpha Potential in European Equities

Goldman Sachs

Joseph Kogan, Frederik Templiner

Research

20 Pages

Goldman Sachs Asset Management outlines a systematic approach to harvesting stock selection alpha in Europe using multi signal models and strict portfolio construction. Emphasis falls on exploiting wide dispersion in quality and valuation, neutralizing unintended bets, and integrating liquidity and risk controls to make signals investable at scale.

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Quantitative Investing
June 2025

What makes thematic investing a strong alternative in volatile markets

Robeco

Yoram Lustig, Simon Lansdorp

Research

32 Pages

Robeco analyzes how thematic investing can provide diversification and resilience during volatile markets by aligning with structural megatrends.

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Portfolio Management
June 2025

Seizing fundamental and quant alpha in developed equity markets

Robeco

Research

17 Pages

Robeco compares quantitative and fundamental equity strategies in developed markets, finding a combined approach offers diversification and enhances consistency in alpha generation.

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Portfolio Management
December 2024

Formula Investing

Robeco

Marcel Schwartz

Research

13 pages Pages

Marcel Schwartz and Matthias Hanauer evaluated the effectiveness of four popular investing formulas—the F-Score, Magic Formula, Acquirer's Multiple, and Conservative Formula.

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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.

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Portfolio Management
May 2024

Tapping Private Market Insights for Public Market Investments

Man Group

Diana Zheng

Research

11 Pages

This paper explores how data and frameworks from private equity markets can enhance public equity investing. It presents a methodology for extracting valuation insights from private transactions to inform factor exposures in public portfolios.

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Portfolio Management
November 2023

Pricing Power Everywhere

Steve Hou

Research

16 Pages

Bloomberg Indices examines how corporate pricing power can be defined and measured across global equity markets.

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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.

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Portfolio Management
June 2023

Assessing Alternative Value Metrics

Dimensional

Research

16 Pages

Dimensional Fund Advisors investigates whether alternative valuation ratios add value beyond traditional price to book.

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Portfolio Management
June 2023

Intangible Value: A Sixth Factor

Sparkline Capital

Kai Wu

Research

8 Pages

Sparkline Capital introduces the Intangible Value factor as an additional building block alongside market, size, value, quality and momentum.

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Portfolio Management
June 2023

The Quality Spectrum: Stability in an Unstable World

GMO

Tom Hancock, Lucas White

Research

7 Pages

GMO explores how quality companies and junk companies sit at opposite ends of the equity risk spectrum in a fragile macro backdrop.

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Portfolio Management
May 2023

Value investing: avoiding climate traps

Robeco

Research

12 Pages

Robeco discusses how traditional value portfolios can fall into climate traps when cheap looking companies face rising environmental costs.

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Portfolio Management
December 2022

Growth Versus Value: End of an Era?

Acadian

Research

9 Pages

Acadian Asset Management argues the 2022 value comeback story is messier than headlines suggest because common value benchmarks now embed big sector bets.

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Portfolio Management
December 2022

Part 1: THE VALUE OPPORTUNITY UPDATED After a Good Run, Value Looks Anything but Exhausted

GMO

Research

12 Pages

GMO revisits value versus growth and argues the value opportunity still looks unusually compelling, even after a strong relative run.

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Portfolio Management
November 2022

Investing in Influence

Sparkline Capital

Kai Wu

Research

14 Pages

Sparkline Capital argues political influence is an overlooked intangible asset that investors can quantify and potentially monetize.

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Portfolio Management
November 2022

Quality Time in Small Cap

GMO

Hassan Chowdhry, James Mendelson

Research

6 Pages

GMO argues small cap quality is finally offering both long term appeal and near term valuation support.

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Portfolio Management
November 2022

Investing Through a Structurally Inflationary Regime

Bloomberg

Steve Hou

Research

23 Pages

Bloomberg examines how portfolio construction changes when inflation is structural rather than fleeting.

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Portfolio Management
September 2022

Liquid Venture Capital 

Sparkline Capital

Kai Wu

Research

17 Pages

Sparkline Capital argues investors can capture much of venture capital’s innovation premium with liquid public equities, and complement blockchain exposure with crypto tokens.

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Portfolio Management
September 2022

Is Value Just an Interest Rate Bet?

AQR

Cliff Asness

Research

7 Pages

AQR argues the popular idea that value is simply an interest rate trade is mostly wrong.

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Portfolio Management
August 2022

Why Fundamentals Matter

O’Shaughnessy Asset Management

Research

9 Pages

O’Shaughnessy Asset Management argues fundamentals reassert themselves when cheap money fades and narratives stop doing the heavy lifting.

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Portfolio Management
June 2022

Growth Traps Snap Shut: More portfolio pain to come?

GMO

Ben Inker

Research

5 Pages

GMO explains what growth traps are and why they have been especially painful for investors recently.

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Portfolio Management
June 2022

Conservative investing stands the test of time

Robeco

Pim van Vliet

Research

6 Pages

Robeco explains conservative investing as “winning by losing less” and tests it using a US stock database stretching back to 1866.

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Portfolio Management
May 2022

Long-Only Value Investing: Does Size Matter?

Alpha Architect

Jack Vogel

Research

29 Pages

Alpha Architect studies how firm size affects the value premium when investors hold long only portfolios rather than academic long short factors.

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Portfolio Management
May 2022

Investing in Innovation

Sparkline Capital

Kai Wu

Research

17 Pages

Sparkline Capital builds a long history of innovation investing using patent data and natural language processing to track emerging technologies.

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