Ranking the stars in conservative equities with Robeco

In this video interview, Jan Sytze Mosselaar, portfolio manager quantitative equities at Robeco, explains why he prefers ranking stocks based on several factors over using a mean-variance optimisation process.

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Dylan Emery

 

  • Mosselaar also explains why he attached most importance to factors such as value and momentum in his process of ranking stocks.
     
  • Trading costs are a large cost component for many funds, and especially for funds that follow an index. However, the Robeco Conservative Equity fund manages to bring down turnover significantly, reducing costs for investors. Mosselaar explains why fund outflows can actually be instrumental in this. 

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