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Over 25 years of applied quantitative innovation

Quantitative investing

Since 1994, Robeco quant specialists have been successfully running rules-based portfolios. Our proprietary models leverage in-house research to exploit market inefficiencies in equities and fixed income markets.

Highlights

How to achieve attractive bond returns in a low-yield environment?
21-06-2016 | Insight | Johan Duyvesteyn, PhD, CFA, Kommer van Trigt, Martin Martens, PhD, Olaf Penninga
Implementing factor strategies in corporate bonds
14-06-2016 | Insight | Patrick Houweling, PhD
How impatience kills your value performance
14-04-2016 | Opinion | Maarten Polfliet

Our research team

Research teamMeet our quant research professionals, the brains behind the models.
> Overview

Super Quant internship

Research library

Listing of academic white papers



Publications



Factor Investing: Collected Robeco Articles

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