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Insights

Focus themes Content type Region Client type Hide English Insights
Core Quant Equity: it's about risk, risk, risk
Core Quant Equity: it's about risk, risk, risk
Risk management plays a central role in our Core Quant strategies.
01-02-2017 | Insight
Factor investing challenges: finding the right set of strategies
Factor investing challenges: finding the right set of strategies
Allocation to factors has become increasingly popular in recent years, but practical implementation remains a puzzle for many investors.
30-01-2017 | Insight
Concerns regarding the new Fama-French 5-factor model
Concerns regarding the new Fama-French 5-factor model
Nobel prize laureate Eugene Fama and fellow researcher Kenneth French have revamped their famous 3-factor model.
12-12-2016 | Research
Dynamic duration management in times of rising yields
Dynamic duration management in times of rising yields
Bond yields have declined to unprecedentedly low levels over the last three decades, resulting in stellar returns but also creating a more challenging outlook for the future.
07-12-2016 | Insight
A long-term perspective
A long-term perspective
The 2015 edition of the Global Investment Returns Yearbook published by Credit Suisse contained several interesting long-term analyses.
30-11-2016 | From the field
What is factor investing?
What is factor investing?
Although Factor Investing is rapidly gaining popularity, there are still ongoing debates about this concept.
15-09-2016 | Insight
Expected Returns 2017 - 2021
Expected Returns 2017 - 2021
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Factor investing case studies – the merits of tailor made solutions
Factor investing case studies – the merits of tailor made solutions
Factor investing – the investment strategy that aims to capture 'hidden' returns in financial markets – is rapidly gaining in popularity.
06-07-2016 | Research
Factor Investing with smart beta indices
Factor Investing with smart beta indices
Smart beta indices are a popular way of implementing a factor investing strategy.
06-07-2016 | Research
Bargain Hunt: looking for value in global equities
Bargain Hunt: looking for value in global equities
Investors looking for value in global equities have been disappointed in recent years, as ‘expensive defensive’ and growth stocks have held sway in markets.
10-05-2016 | Insight
Do fund flows cause the value and momentum effects?
Do fund flows cause the value and momentum effects?
In this study the authors argue that the value and momentum effects may be the result of fund flows.
05-05-2016 | From the field
Making the most of Momentum
Making the most of Momentum
There is strong evidence that momentum investing works, even though some critics claim that a stock’s past performance can’t be relied on to predict its future returns, and that momentum strategies can involve high turnover and the risk of a trend reversing.
29-03-2016 | Insight
Unlocking global opportunities in equities
Unlocking global opportunities in equities
In a recent webinar, Funds Europe spoke to Chris Hart, portfolio manager of the Robeco Boston Partners Global Premium Equities Fund, about how he seeks to tap into global opportunities from a value and growth perspective.
12-01-2016 | Interview
The rise of Factor Investing,  is it just a hype?
The rise of Factor Investing, is it just a hype?
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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
Can mutual funds successfully adopt factor investing strategies?
Can mutual funds successfully adopt factor investing strategies?
To the best of our knowledge, no study has been conducted on the added value of innovative investment strategies that incorporate academic insights.
24-11-2015 | Research
JP Morgan confirms our findings on momentum strategy
JP Morgan confirms our findings on momentum strategy
A recent paper* by JP Morgan (JPM) Quant explores applying a residualization technique to ‘purify’ the momentum signal and reduce the related risks.
13-10-2015 | From the field
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
The beauty and the beast of value and momentum investing
The beauty and the beast of value and momentum investing
We usually focus on how to make a good investment strategy even better, but in recent research we looked at how to make it worse.
22-07-2015 | Research
From the field: Value and momentum profits declining?
From the field: Value and momentum profits declining?
A paper* argues that many popular return anomalies have materially diminished in strength and significance over time, and relates these findings to increased anomaly-related trading by a.
24-06-2015 | Insight
Is rebalancing the source of factor premiums?
Is rebalancing the source of factor premiums?
Some argue that the mere mechanism of rebalancing increases returns, and that this explains the success of factor investment strategies.
12-02-2015 | Research
Robeco quant EM equities outperforms generic factor indices
Robeco quant EM equities outperforms generic factor indices
We have compared the realized performance of our quantitative emerging markets equities (QEME) strategies with the hypothetical performance of recently launched generic factor indices.
19-01-2015 | Research
Factor investing works
Factor investing works
Factor investing is in vogue.
06-01-2015 | Research
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
When factors disagree
When factors disagree
Generic strategies designed to harvest a certain factor premium regularly conflict with other factor premiums.
30-09-2014 | Research
Robeco’s residual momentum: less risky and more sustainable
Robeco’s residual momentum: less risky and more sustainable
Behavioral explanations of momentum suggest that momentum can be caused by overreaction or underreaction.
25-10-2013 | Insight
Momentum from underreaction: less risky and more sustainable
Momentum from underreaction: less risky and more sustainable
25-10-2013 | Insight
The momentum factor: the basics and Robeco’s solution
The momentum factor: the basics and Robeco’s solution
14-03-2013 | Insight
Momentum investing: the next game changer?
Momentum investing: the next game changer?
Investors are increasingly allocating strategically to factor premiums.
14-03-2013 | Insight
The added value of factor investing
The added value of factor investing
In this video, Investment Solutions’ Tom Steenkamp discusses Robeco research showing that the traditional small-cap, value, low-volatility and momentum factors not only improve equity portfolio efficiency but also work for credit and commodity portfolios.
16-11-2012 | Video
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
Short-term residual reversal
Short-term residual reversal
Conventional short-term reversal strategies exhibit dynamic exposures to the Fama and French (1993) factors.
17-11-2011 | Research
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