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Investment insights 2013

Focus on ESG risks crucial in the telecom sector

01-11-2013 | Opinion | Edith Siermann

When considering sustainable corporate operations you initially think of preventing child labor in the textile industry or of recycling metal. The telecom sector does not immediately spring to mind. However, in this sector there are actually many specific issues, particularly relating to social (S) and environmental (E) aspects of the business that, if not properly managed, can expose telecom companies to considerable risk. I will focus on the most significant of these.

Robeco’s residual momentum: less risky and more sustainable

25-10-2013 | Insight | Simon D. Lansdorp, Willem Jellema

Behavioral explanations of momentum suggest that momentum can be caused by overreaction or underreaction. The latter, which turns out to be less risky and more sustainable, is exploited in Robeco’s quantitative models.

Momentum from underreaction: less risky and more sustainable

25-10-2013 | Insight | Simon D. Lansdorp, Willem Jellema

Low-volatility investing: how does the Robeco approach differ?

30-09-2013 | Insight | Pim van Vliet, PhD

What makes the Robeco approach to low-volatility investing special? Pim van Vliet, Portfolio Manager Conservative Equities, reveals three main differences.

What is the low volatility anomaly?

19-09-2013 | Insight | Pim van Vliet, PhD

Risk and return do not always go hand in hand. But why? Watch Pim van Vliet, Portfolio Manager Conservative Equities.

Tailor-made for Solvency II: Conservative Credits

10-09-2013 | Insight | Patrick Houweling, PhD

Insurers need to have higher capital buffers against risk if Solvency II comes into place, forcing many to rethink the investments they are in. A potential solution lies in credits with a lower risk profile – as the clock starts ticking for investors to act.

How does the conservative strategy fit into a portfolio?

05-09-2013 | Insight | Pim van Vliet, PhD

Pim van Vliet, Portfolio Manager Conservative Equities, reveals how the strategy fits into a broader investment portfolio.

10 things to know about Conservative Equities

04-09-2013 | Insight | Pim van Vliet, PhD

Robeco’s Conservative Equities strategies aim for equity returns with lower downside risk. Get to know our approach in just ten steps. Pim van Vliet, Portfolio Manager Conservative Equities, explains the advantages of low-volatility investing and how it fits into your portfolio.

What is the best approach to factor investing?

03-09-2013 | Insight | Joop Huij, PhD

Factor investing is gaining ground. In a special whitepaper “an introduction to factor investing” Robeco explains what it is and how to set up your investment portfolios accordingly.

RobecoSAM Country Sustainability Ranking

01-08-2013 | Johan Duyvesteyn, PhD, CFA, Max Schieler, Rikkert Scholten

The RobecoSAM Country Sustainability Ranking is an advanced tool used to help make investment decisions. A group of 59 countries are assessed on the basis of various sustainability criteria.

How to combine factors in the duration model?

26-07-2013 | Research | Johan Duyvesteyn, PhD, CFA, Martin Martens, PhD, Olaf Penninga

The duration model combines multiple factors. The model is used to predict government bond returns and fully determines the active positions in the funds Robeco Lux-o-rente, Robeco Flex-o-rente and Robeco Emerging Lux-o-rente.The performance of the model is continuously monitored and analyzed to strive for further enhancements. This whitepaper discusses the impact of an enhanced approach on the balance and the robustness of the model.

Strategic Allocation to Commodity Factor Premiums

18-07-2013 | Research | David Blitz, PhD, Wilma de Groot, CFA

Commodities have become less popular for investors. They are wondering if the traditional arguments for investing in commodities – like diversification- still apply. This paper explores a better way to invest: by setting up a commodity factor portfolio

Zero duration to protect against rising yields

18-07-2013 | Insight | Alan van der Kamp

Robeco’s solution for protecting investors against rising yields: the zero duration share class, in which long term rates and exchanged for short term rates and interest income stays at an acceptable level.

Smart Credit Investing: the Size Premium

16-07-2013 | Research | Jeroen van Zundert, Patrick Houweling, PhD

Introduction Recently we observe a shift towards factor investing, in which institutional investors strategically allocate their long-term investment portfolios to factor premiums.1 Well-known factors are Value, Momentum, Size and Low-Risk.

Protection with the Zero-duration share class

11-07-2013 | Insight

How can corporate-bond investors protect themselves against a possible rise in long-term interest rates?

The impact of ESG on credit analysis: an example from the banking sector

05-07-2013 | Insight | Taeke Wiersma

In our previous edition we explained the integration of Environmental, Social and Governance (ESG) factors in the analysis of stocks. How does this work for credits and does ESG information really impact an analyst’s opinion? ‘Not always, but in some cases it definitely has a material impact’, says Taeke Wiersma, Head of Robeco’s Credit Research team.

Why do we rank countries on sustainability?

21-06-2013 | Insight | Rikkert Scholten

The Country Sustainability Ranking is the start of the analysis of a country and aims to lead to a better founded investment decision. That is how why we identify opportunities and threats in investment portfolios.

Better decisions with Country Sustainability Ranking

03-06-2013 | Insight | Johan Duyvesteyn, PhD, CFA, Jürgen Siemer, Rikkert Scholten

The financial crisis that erupted in 2008 underlined the need to look beyond credit ratings and the classic set of fundamental data and prompted us to develop an analysis process for sustainability on a country level.

Why is there a volatility effect?

29-05-2013 | Research | David Blitz, PhD, Eric Falkenstein, Ph.D, Pim van Vliet, PhD

Robeco’s David Blitz, Pim van Vliet and author Eric Falkenstein publish their paper ‘Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions’.

Are low-volatility stocks expensive?

22-05-2013 | Insight | Pim van Vliet, PhD

Some investors are wondering if low-volatility stocks are getting expensive. An enhanced approach is necessary to prevent buying too expensive stocks.

Surprising results of lower volatility equities in emerging markets

01-05-2013 | Research | David Blitz, PhD, Pim van Vliet, PhD

Emerging markets have become increasingly important to equity investors due to their fast growing economies. But what is the relationship between risk and return in these markets? Answer: it is flat or even negative. Empirical results show that the volatility effect - long-term equity returns at distinctly lower downside risk - is significant, robust and distinct.

The momentum factor: the basics and Robeco’s solution

14-03-2013 | Insight | Willem Jellema

Momentum investing: the next game changer?

14-03-2013 | Insight | Willem Jellema

Investors are increasingly allocating strategically to factor premiums. But momentum has—so far—missed the party, thanks to its associated challenges. Willem Jellema looks at new ways to capture the momentum premium while eliminating the drawbacks.

Robeco's exclusion policy in relation to the new Dutch legislation on cluster munitions

04-02-2013 | News item

On 1 January 2013, a ban on investment in cluster munitions came into effect in the Netherlands. From 1 April this year the Netherlands Authority for the Financial Markets (Autoriteit Financiële Markten or 'AFM') will start to formally implement this ban.

The bar keeps rising for corporate sustainability

24-01-2013 | Insight | Edoardo Gai, Gabriela Grab Hartmann

Corporate attitudes to sustainability have changed dramatically over the last decade. At the same time, sustainability assessments have adapted to this transformed landscape. But the process is not over: companies have no choice but to keep on upping their game.

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