australiaen

Insights

Central bank watcher: Delta hedging
Central bank watcher: Delta hedging
The surge in Delta variant cases has dealt a blow to the full-economic-reopening story.
13-07-2021 | Insight
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
Podcast: Addressing climate risk in core equity portfolios
Podcast: Addressing climate risk in core equity portfolios
It’s well accepted that climate change presents a significant risk for long term investors and that they need to consider both the risk and opportunities the transition to a low carbon economy creates.
02-07-2021 | Podcast
Why climate risk considerations are especially relevant for buy-and-maintain portfolios
Why climate risk considerations are especially relevant for buy-and-maintain portfolios
Decarbonizing long-term, stable portfolios calls for a forward-looking approach.
02-07-2021 | Insight
‘Equity price movements are mainly driven by behavior, not risk’
‘Equity price movements are mainly driven by behavior, not risk’
The FIFA 19 Ultimate Team (FUT) online transfer market and machine learning shed some light on behavioral finance.
01-07-2021 | Interview
Creating sustainable multi-factor bond portfolios
Creating sustainable multi-factor bond portfolios
Our simulations show we can do this without materially reducing factor exposures and hence the alpha potential.
29-06-2021 | Insight
Credit outlook: Humble
Credit outlook: Humble
It’s best to be humble about the many unknowns and distortions as economies reopen.
23-06-2021 | Quarterly outlook
Fixed income outlook: Inflation hyperventilation
Fixed income outlook: Inflation hyperventilation
Heading into H2, we still find plenty to disagree with in the prevailing market consensus.
15-06-2021 | Insight
Showing the way to Paris-aligned investing
Showing the way to Paris-aligned investing
The race to zero is on.
10-06-2021 | Insight
Finding the downside risks in credit with ESG
Finding the downside risks in credit with ESG
Using financially material ESG information leads to better-informed investment decisions and benefits society.
09-06-2021 | Insight
Podcast: Navigating change and challenge in the asset management industry
Podcast: Navigating change and challenge in the asset management industry
It’s never a dull moment in the asset management industry.
04-06-2021 | Podcast
Low Volatility investing: now more than ever
Low Volatility investing: now more than ever
Low Volatility strategies can handle changes in the investment landscape.
01-06-2021 | Insight
The Low Volatility effect in China
The Low Volatility effect in China
In our recent study, we uncover the presence of a strong Low Volatility effect in the Chinese A-share market.
19-05-2021 | Insight
‘We must prepare for the worst-case scenarios’
‘We must prepare for the worst-case scenarios’
Bob Litterman is chairman of the Risk Committee and a founding partner of Kepos Capital in New York.
18-05-2021 | Interview
Spring has sprung for Value investing
Spring has sprung for Value investing
Despite the recent rally in cheap stocks, we believe the Value upswing still has a way to go.
12-05-2021 | Insight
There’s no quant crisis in credits
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021 | Insight
Credit outlook: Running the economy hot
Credit outlook: Running the economy hot
While it’s possible that credits could keep rallying, the margin for error is extremely limited.
31-03-2021 | Quarterly outlook
The rising tide of Value won’t lift all boats equally
The rising tide of Value won’t lift all boats equally
The recent Value upswing has provided renewed hope of a comeback and ideal conditions for deep and consistent exposures to the style.
25-03-2021 | Insight
Fixed income outlook: Coming to America
Fixed income outlook: Coming to America
Several things are coming to America.
23-03-2021 | 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
Data sets – factor investing in corporate bonds
Data sets – factor investing in corporate bonds
A research-driven approach is at the core of everything we do.
01-03-2021 | Data sets
Spring has to come simply because economic fundamentals require it
Spring has to come simply because economic fundamentals require it
How do you perceive the quant equity winter?
26-02-2021 | Interview
We will set five-year carbon footprint reduction goals
We will set five-year carbon footprint reduction goals
Decarbonization in the making.
22-02-2021 | Interview
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021 | Research
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | Insight
When equity factors drop their shorts
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | Insight
 High yield indices don’t make good benchmarks
High yield indices don’t make good benchmarks
Certain features that are typical of high yield corporate bonds impose costs on high yield portfolios.
26-01-2021 | Insight
Factor investing debates: Do big data and AI herald a new dawn for quant?
Factor investing debates: Do big data and AI herald a new dawn for quant?
Factor investing is based on decades of publicly available empirical studies.
11-01-2021 | Insight
Letter from the CIO: Stay contrarian
Letter from the CIO: Stay contrarian
Keep questioning the consensus in 2021, says Victor Verberk, Robeco’s CIO Fixed Income and Sustainability.
07-01-2021 | Insight
Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
31-12-2020 | Data sets
Logo

Disclaimer

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.
I Disagree