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 The Robeco Factor Investing Thesis Award
The Robeco Factor Investing Thesis Award
For the second year in a row, Robeco will present its Thesis Award in recognition of excellent financial research.
15-03-2019 | Noticia
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 | Investigación
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 | Investigación
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 | Investigación