chinazh
动态高收益债券

动态高收益债券

通过投资流动性指数衍生品获得高收益

要点:

  • 能够充分利用全球高收益市场、多元化的美国和欧洲高收益资产的流动性
  • 荷宝独有的把握市场时机定量模型可带来超额回报
  • 自2010年以来,在研究期间和实际运用过程中表现出色

投资理念

我们相信,我们能够识别和理解信贷市场回报的驱动因素,并能够系统性地捕捉投资者的行为偏差。我们有严格的投资和决策程序,以确保获得持续业绩。我们选取了一系列流动性工具来限制换手率。

关注官方微信
QR code Wechat

投资过程

荷宝独有的把握市场时机定量模型带来超额回报。模型依托学术研究,利用各种因子预测信贷收益,还使用其他指标来衡量信贷市场的风险偏好。根据模型的收益预测减少或增加高收益市场的风险敞口(beta)。这一策略使用信用违约掉期(CDS)指数衍生品实现。CDS指数比高收益现金债券更具流动性,从而降低了交易成本。

联系我们

如果您想了解更多关于此策略的详情,请联系我们。

联系方式
Subjects related to this strategy are:

其他

Disclaimer

The information contained in the website is solely intended for professional investors. Some funds shown on this website fall outside the scope of the Dutch Act on the Financial Supervision (Wet op het financieel toezicht) and therefore do not (need to) have a license from the Authority for the Financial Markets (AFM).

The funds shown on this website may not be available in your country. Please select your country website (top right corner) to view the products that are available in your country.

Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

Please confirm that you are a professional investor and/or institutional investor and that you have read, understood and accept the terms of use for this website.

I Disagree