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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).

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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.

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Insights

Global multi-factor credits as a style diversifier
Global multi-factor credits as a style diversifier
For credit investors, a global multi-factor credits strategy offers style diversification.
12-09-2017 | Insight
Factor investing in credit markets is coming of age
Factor investing in credit markets is coming of age
Factor investing strategies for credit markets are increasingly on the radar of researchers and investors.
22-08-2017 | Insight
Does Carry add value to existing credit factors?
Does Carry add value to existing credit factors?
Is Carry a factor in its own right in credit markets?
11-07-2017 | Research
Tackling illiquidity with Multi-Factor Credits
Tackling illiquidity with Multi-Factor Credits
Liquidity has come down a lot in credit markets.
01-05-2017 | Video
Five reasons to take a global approach to Credits
Five reasons to take a global approach to Credits
Many credit investors only invest in their home currency.
17-02-2017 | Insight
The quality of low-risk credits
The quality of low-risk credits
Recently a new factor was added to the literature: Quality.
14-09-2016 | Research
Emerging Markets: There’s nowhere we can’t find alpha
Emerging Markets: There’s nowhere we can’t find alpha
Read more
Multi-factor fund celebrates birthday with outperformance
Multi-factor fund celebrates birthday with outperformance
“Putting your research to the test is always exciting, and if it then works out well, then that’s very satisfying.
18-07-2016 | Insight
Integrating sustainability into factor credit strategies
Integrating sustainability into factor credit strategies
The objective of our factor credit strategies is to maximize the portfolio’s factor exposure at low cost while limiting risks.
12-07-2016 | Research
Implementing factor strategies in corporate bonds
Implementing factor strategies in corporate bonds
Research shows that factor investing strategies work well in corporate bonds, but actually building a portfolio requires greater care due to liquidity issues, Robeco’s quantitative experts argue in a new white paper.
14-06-2016 | Research
IPE webinar: Factor investing works for credits too
IPE webinar: Factor investing works for credits too
Watch our webcast in which Patrick Houweling and Jeroen van Zundert discuss this approach to investing in credits.
16-12-2015 | Video
Factor Investing in the Corporate Bond Market
Factor Investing in the Corporate Bond Market
We provide empirical evidence that the Size, Low-Risk, Value and Momentum factors have economically meaningful and statistically significant risk-adjusted returns in the corporate bond market.
11-12-2015 | Research
Video ‘Factor investing: it works for credits too’
Video ‘Factor investing: it works for credits too’
Factor investing has been successfully applied to equity markets.
29-09-2015 | Video
Investment outlook 2018
Investment outlook 2018
Find out more
Factor investing for credits: from research paper to fund
Factor investing for credits: from research paper to fund
Most academic studies on factor investing are about equities.
24-07-2015 | Research
Balanced exposure to factors in credits
Balanced exposure to factors in credits
Robeco Global Multi-Factor Credits, launched on June 15, 2015, is an innovative fund offering balanced exposure to the Low-Risk, Value, Momentum and Size factors in the credit market.
23-07-2015 | Insight
Factor investing: five lessons for corporate-bond investors
Factor investing: five lessons for corporate-bond investors
Interest in factor investing – investing in systematic sources of return – is rapidly increasing.
16-06-2015 | Insight
Smart credit investing: harvesting factor premiums
Smart credit investing: harvesting factor premiums
Although most factor research focuses on the equity market, the concept and benefits of factor investing apply equally well to the corporate bond market.
12-01-2015 | Insight
How factor investing also works for corporate bonds
How factor investing also works for corporate bonds
Two Robeco researchers have become the first to analyze the effect that factor premiums can have on corporate bond investing.
11-11-2014 | Insight
The liquidity pitfall of passive investing
The liquidity pitfall of passive investing
Investing in ETFs can be very risky, especially during periods of limited liquidity.
25-08-2014 | Insight
Quant investing in liquid high yield
Quant investing in liquid high yield
Robeco introduced Robeco Quant High Yield Fund on March 28, 2014.
24-04-2014 | Insight
Distress Risk basket enhanced in Conservative Credits
Distress Risk basket enhanced in Conservative Credits
24-04-2014 | Research
Making better credit risk assessments
Making better credit risk assessments
Ground-breaking research by Robeco that changed the way the riskiness of corporate bonds can be evaluated has celebrated its 10th anniversary.
06-01-2014 | Interview
Tailor-made for Solvency II: Conservative Credits
Tailor-made for Solvency II: Conservative Credits
Insurers need to have higher capital buffers against risk if Solvency II comes into place, forcing many to rethink the investments they are in.
10-09-2013 | Insight
Smart Credit Investing: the Size Premium
Smart Credit Investing: the Size Premium
Recently we observe a shift towards factor investing, in which institutional investors strategically allocate their long-term investment portfolios to factor premiums.
16-07-2013 | Research
Residual Equity Momentum for Corporate Bonds
Residual Equity Momentum for Corporate Bonds
It is well documented that equity momentum has predictive power for corporate bond returns.
17-08-2012 | Research
On the nature and predictability of corporate bond returns
On the nature and predictability of corporate bond returns
Corporate bond returns consist of two distinct components: an interest rate component, which is default-free and anti-cyclical, and a credit spread component, which is default-risky and pro-cyclical.
16-05-2012 | Research
The low-risk anomaly in credits
The low-risk anomaly in credits
In this Research Note we show that low-risk credits had superior risk-adjusted excess returns over the past 20 years.
01-04-2012 | Research
Ibbotson's default premium: risky data
Ibbotson's default premium: risky data
Ibbotson’s “Stocks, Bonds, Bills and Inflation” data set is widely used because it provides monthly US financial data series going back to as early as 1926.
09-12-2011 | Insight
Managing high yield public small caps with Robeco’s corporate bond selection model COALA
Managing high yield public small caps with Robeco’s corporate bond selection model COALA
Generating benchmark-like returns is a difficult job in the High Yield corporate bond market.
01-10-2010 | Research