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Insights

Deep evidence that factor investing works well in bond markets
Deep evidence that factor investing works well in bond markets
More than two centuries of data confirms that value, momentum and low risk offer attractive premiums.
12-07-2021 | Insight
70 years of evidence on our dynamic duration model
70 years of evidence on our dynamic duration model
Using a new, deep historical dataset, we show that our duration model works well over seven decades.
02-03-2021 | Insight
New study reveals: you can predict when interest rates will rise
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | Insight
A true long-term perspective on alternative risk premiums
A true long-term perspective on alternative risk premiums
Alternative risk premium (ARP) solutions have shown significant performance dispersion over the past two years.
19-11-2019 | Insight
Factor investing works for bond portfolios, too
Factor investing works for bond portfolios, too
Bond portfolios with significant exposure to the value, momentum and low risk factors generate returns that consistently outperform the index.
04-06-2019 | Insight
Multi Factor Absolute Return: sustainable diversifier
Multi Factor Absolute Return: sustainable diversifier
13-12-2018 | Insight
Robeco publishes a new book of collected articles on Quant Allocation
Robeco publishes a new book of collected articles on Quant Allocation
Our new publication ‘Quant Allocation – Collected Robeco articles’ is now available.
31-05-2018 | Research
Finding Value in government bonds
Finding Value in government bonds
The Value factor has been exploited for decades by equity investors and academic research shows it can also be applied to fixed income, in particular to government bonds.
24-02-2017 | Insight
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BY CLICKING ON “I AGREE”, I DECLARE I AM A WHOLESALE CLIENT AS DEFINED IN THE CORPORATIONS ACT 2001.

What is a Wholesale Client?
A person or entity is a “wholesale client” if they satisfy the requirements of section 761G of the Corporations Act.
This commonly includes a person or entity:

  • who holds an Australian Financial Services License
  • who has or controls at least $10 million (and may include funds held by an associate or under a trust that the person manages)
  • that is a body regulated by APRA other than a trustee of:
    (i) a superannuation fund;
    (ii) an approved deposit fund;
    (iii) a pooled superannuation trust; or
    (iv) a public sector superannuation scheme.
    within the meaning of the Superannuation Industry (Supervision) Act 1993
  • that is a body registered under the Financial Corporations Act 1974.
  • that is a trustee of:
    (i) a superannuation fund; or
    (ii) an approved deposit fund; or
    (iii) a pooled superannuation trust; or
    (iv) a public sector superannuation scheme
    within the meaning of the Superannuation Industry (Supervision) Act 1993 and the fund, trust or scheme has net assets of at least $10 million.
  • that is a listed entity or a related body corporate of a listed entity
  • that is an exempt public authority
  • that is a body corporate, or an unincorporated body, that:
    (i) carries on a business of investment in financial products, interests in land or other investments; and
    (ii) for those purposes, invests funds received (directly or indirectly) following an offer or invitation to the public, within the meaning of section 82 of the Corporations Act 2001, the terms of which provided for the funds subscribed to be invested for those purposes.
  • that is a foreign entity which, if established or incorporated in Australia, would be covered by one of the preceding paragraphs.
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