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Factor investing is by no means a black box

Robeco Asset Management Podcast

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Will ETFs Be a Victim of a Talent Success?

There's a lot of money which has flown into theETFs, also ETFs targeting factors. So you can wonder, will these premiums disappear? Because there's simply too much money chasing it. We looked at that question by examining what are the actual factor exposures of Indexes. And on balance, they essentially have zero factor exposure. They're keeping each other in check in a way.

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