Asia should take note of low-volatility approach: Robeco
The Dutch asset manager argues that the traditional securities-pricing model that just focuses on beta has fallen short in terms of providing risk-adjusted returns for investors.
Asian investors will warm to low-volatility investing, argues – and patently hopes – Robeco’s senior quantitative researcher Winfried Hallerbach.
The Rotterdam-based manager’s 18-strong quant team is on a mission to change traditional beliefs that high risk necessarily yields higher returns. Lower-risk stocks can provide alpha, too, insists Hallerbach.
The firm launched its first low-vol equities fund targeting institutional investors in Europe in 2006. Now Hallerbach and his co…
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