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Short-term factor momentum Short-term factor momentum
We’re developing factor-based alternatives to passive fixed income We’re developing factor-based alternatives to passive fixed income

Robeco Research:

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Now available: Some of our best papers published in academic journals

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Our latest insights

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Short-term factor momentum
Short-term factor momentum
The evidence for the existence of various factor premiums is strong.
21-08-2019 | From the field
Blokland’s daily sketch
Blokland’s daily sketch

Germany eyes stimulus in case of deep recession

20-08-2019
We’re developing factor-based alternatives to passive fixed income
We’re developing factor-based alternatives to passive fixed income
Quantitative investing in fixed income markets has slowly but surely gained traction in recent years.
21-08-2019 | Insight
Robeco and RobecoSAM get outstanding PRI scores
Robeco and RobecoSAM get outstanding PRI scores
Robeco and RobecoSAM have again achieved outstanding scores for sustainable investing from the UN Principles for Responsible Investment (PRI).
09-08-2019 | Insight
A backtesting protocol in the era of machine learning
A backtesting protocol in the era of machine learning
Is machine learning really a game changer for finance?
08-08-2019 | From the field
Graph of the week
Graph of the week

Record buybacks

08-08-2019 | Insight

Expertise where it matters most

Research has been embedded in our DNA since the very beginning. We strongly believe in innovative, evidence-based investing to best serve clients’ needs. With investment teams looking beyond their own areas and actively sharing ideas, this knowledge-based approach has progressively developed four key strengths.
  • Quant Investing
  • Sustainable Investing
  • Credit Investing
  • Emerging Markets
As pioneers of SI, we have Sustainability Inside
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Who we are

Who we are

Robeco’s first global equity mutual fund was launched in 1933, just four years after the company was founded. Today, we manage a wide range of portfolios for retail and institutional clients worldwide.