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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
Ten things you should know about factor investing
Ten things you should know about factor investing
Factor-based investing has gained considerable traction over the past decade.
31-08-2017 | Insight
Factor investing challenges: factor timing
Factor investing challenges: factor timing
Should investors try to time their exposure to different factors?
29-08-2017 | Factor investing challenges
Factor investing also works with Chinese A-shares
Factor investing also works with Chinese A-shares
Many characteristics set A-shares apart from other equities.
24-08-2017 | Interview
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
Momentum in futures market
Momentum in futures market
Does momentum investing work with futures?
09-08-2017 | Insight
Expected Returns 2018-2022
Expected Returns 2018-2022
Read more ...
Using credit information for Quant Equity
Using credit information for Quant Equity
02-08-2017 | Research
The Quality Factor
The Quality Factor
The quality effect is the tendency of high-quality stocks to outperform low-quality ones.
19-07-2017 | From the field
The value of multiple momentum signals
The value of multiple momentum signals
The concept of Momentum is not only a basic principle of physics.
18-07-2017 | Research
Taking enhanced indexing to the next sustainability level
Taking enhanced indexing to the next sustainability level
The rising demand for sustainable investment solutions poses challenges.
10-07-2017 | Insight
Factor investing: limited overcrowding risk
Factor investing: limited overcrowding risk
A key concern often voiced by factor investing and smart beta sceptics is the possible risk of overcrowding.
03-07-2017 | Interview
Estimating the equity risk premium
Estimating the equity risk premium
Assessing the equity risk premium (ERP) is an ongoing debate among academics.
28-06-2017 | From the field
Uncovering the 7 steps to ESG integration
Uncovering the 7 steps to ESG integration
Download the paper
Five concerns with low volatility index ETFs
Five concerns with low volatility index ETFs
Equity investors have a choice between active low volatility managers and low volatility index ETFs.
27-06-2017 | Research
Robeco Quarterly June 2017
Robeco Quarterly June 2017
The fourth edition of Robeco Quarterly – our quant, sustainability and research magazine – is published.
21-06-2017 | Magazine
Patience and high active share is a rare combination in asset management
Patience and high active share is a rare combination in asset management
When is active management really active?
19-06-2017 | Interview
Looking at the long-term evidence on factors
Looking at the long-term evidence on factors
How important are factor tilts?
12-06-2017 | Interview
Robeco sponsors PLSA ‘Made Simple Guide’ to Factor Investing
Robeco sponsors PLSA ‘Made Simple Guide’ to Factor Investing
Robeco has sponsored a new ‘Made Simple Guide’ to Factoring Investing published by the Pensions and Lifetime Savings Association (PLSA).
09-06-2017 | Outlook
Ten misconceptions about smart beta investing
Ten misconceptions about smart beta investing
This paper* attempts to debunk no fewer than ten myths about smart beta.
07-06-2017 | From the field
Factor investing challenges: underperforming the benchmark
Factor investing challenges: underperforming the benchmark
Factor based allocation has become increasingly popular in recent years.
31-05-2017 | Factor investing challenges
Hedging climate risk
Hedging climate risk
The carbon footprint of a passive equity portfolio can be reduced by 50% without sacrificing returns.
17-05-2017 | From the field
Passive investing the smart way: Enhanced Indexing
Passive investing the smart way: Enhanced Indexing
More and more clients will make the step from purely passive to enhanced indexing.
09-05-2017 | Video
The siren song of factor timing
The siren song of factor timing
Timing when to enter and exit factors seems to be the holy grail of quant investing.
26-04-2017 | From the field
The rise of Factor Investing - is it just a hype?
The rise of Factor Investing - is it just a hype?
Factor Investing is increasingly in the spotlight.
05-04-2017 | Video
Smart beta is no monkey business
Smart beta is no monkey business
It has been argued that all smart beta strategies generate positive exposure to value and small-cap stocks in much the same way as randomly generated portfolio strategies do.
05-04-2017 | From the field
Factor investing challenges: unintended sector biases
Factor investing challenges: unintended sector biases
Factor-based allocation has become increasingly popular in recent years.
31-03-2017 | Factor investing challenges
Three ways to implement factors and smart beta
Three ways to implement factors and smart beta
Factor-based strategies and smart beta exploit proven factor premiums.
29-03-2017 | Insight
The smart beta ETF vogue is no threat to factor investing
The smart beta ETF vogue is no threat to factor investing
The success of smart beta ETFs has raised concerns over a possible ‘overcrowding’ of factor strategies.
29-03-2017 | Research
Conservative investing in a solvency framework
Conservative investing in a solvency framework
Are conservative credit and equity strategies attractive under solvency regulations?
27-03-2017 | Insight
Decomposing fundamental indexation?
Decomposing fundamental indexation?
Previous studies have shown that the value added by fundamental indexation strategies is entirely driven by their implicit exposure to the classic value premium.
22-03-2017 | From the field
Robeco Quarterly March 2017
Robeco Quarterly March 2017
The third edition of Robeco Quarterly – our quant, sustainability and research magazine – is published.
09-03-2017 | Magazine