By continuing on this site you have agreed to cookies being placed and accessed by this website. More information and adjusting cookie settings.

Robeco uses cookies to analyze your visit to this site, to share information via social media and to personalize the site and advertisements in line with your own preferences. By clicking on agree or by continuing on this site, you agree to the above. More information and adjusting cookie settings.

AGREE

Robeco uses cookies to analyze your visit to this site, to share information via social media and to personalize the site and advertisements in line with your own preferences. By clicking on agree or by continuing on this site, you agree to the above. More information and adjusting cookie settings.

AGREE

By continuing on this site you have agreed to cookies being placed and accessed by this website. More information and adjusting cookie settings.

Research highlights

The Momentum Factor: the basics and Robeco’s solution.
In this note we explain why we believe there is a strong case for investors to allocate to momentum in their factor portfolios and we will discuss Robeco’s approach to momentum investing. Not only will we explain the momentum effect and its attractive features within a factor portfolio context, we will address the challenges related to momentum investing. We will present the research we have done into ways of dealing with these challenges and how we apply them in our Robeco Momentum Equities fund. Conservative Equity versus put options
In this white paper, we compare Conservative Equity with a put option strategy to reduce downside risk. The advantage of put options is that they can provide a hard floor on the portfolio return, but we find that this guarantee comes at a high price. Conservative Equity offers a much more attractive expected return than a put option strategy with similar downside risk reduction characteristics. Emerging government bond market timing
Excess bond returns in developed markets can be made more predictable using factors like bond momentum, equity momentum and term spread. In this research paper we show the same factors can predict emerging government bond returns of debt issued in local currency. Emerging market local currency debt returns are positively correlated with U.S. treasury returns and have near zero correlation with U.S. credit excess returns. These results indicate that emerging market local currency debt behaves more like developed government bond debt and less like credits. Diversification benefits from emerging market local currency debt
In this note we show the diversification benefits of including emerging markets local currency debt in a worldwide government bond portfolio. Investing up to 20% in emerging debt lowers risk and increases the yield.
Share this page:

Contact

Marjolein van der Valk
Manager Consultant Relations
+31 102243148
m.van.der.valk@robeco.nl

mcdermott_50x48px.jpgJayne Rogers 
Senior Vice President Asia Pacific
+85 237197521
j.rogers@robeco.com