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Stock Picking versus Factor Investing: a subject for debate between Martijn Cremers and Joop Huij

16 juni 2016

The debate between stock picking and factor investing is very topical. It is discussed in many investment committees and there are very different views on both approaches. Now is the right time to discuss both approaches with two specialists.

Martijn Cremers, Professor of Finance at the University of Notre Dame, is founder of the widely-used concept of Active Share. With Active Share individual stock selection is measured. He will share with us his latest research where Active Share is combined with the holding period of stocks in a portfolio.

 

Joop Huij is Associate Professor of Finance at the Rotterdam School of Management and Head of Factor Investing Research at Robeco. He examined the data of approximately 7000 funds over the 1990-2010 period and found that managers with exposure to factor-based investment strategies consistently outperform their benchmarks.

 

Programma

15.45 - 16.00 uur   Ontvangst
16.00 - 17.00 uur   Presentaties
17.00 - 17.30 uur   Debat

 

After the presentations there will be a debate between the two academics lead by Gert Dijkstra, head communication APG, followed by drinks offered by Robeco.

 

De bijeenkomst is georganiseerd door de VBA werkgroep Active Management.

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