spaines

Visión de mercado

There’s no quant crisis in credits
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021 | Visión
Data sets – factor investing in corporate bonds
Data sets – factor investing in corporate bonds
A research-driven approach is at the core of everything we do.
01-03-2021 | Data sets
 High yield indices don’t make good benchmarks
High yield indices don’t make good benchmarks
Certain features that are typical of high yield corporate bonds impose costs on high yield portfolios.
26-01-2021 | Visión
Alinear las estrategias de crédito multifactor con los ODS
Alinear las estrategias de crédito multifactor con los ODS
Presentamos la última innovación en nuestro enfoque de inversión sostenible.
03-11-2020 | Visión
¿Hay valor en los ángeles caídos?
¿Hay valor en los ángeles caídos?
Las rebajas de calificación pueden ser interesantes para inversores high yield.
29-10-2020 | Visión
Reducir la intensidad de carbono: estrategias de crédito multifactoriales
Reducir la intensidad de carbono: estrategias de crédito multifactoriales
Las estrategias de inversión cuantitativa son muy aptas para integrar objetivos secundarios, como la reducción en la intensidad de carbono.
27-05-2020 | Visión
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread (DTS) is the market standard method for measuring the credit volatility of a corporate bond.
01-05-2020 | Investigación
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Pension regulations in the Nordic countries and the Netherlands are similar to insurance regulation in the European Union.
11-02-2020 | Visión
Midiendo el riesgo de crédito con el coeficiente de duración por diferencial (DTS)
Midiendo el riesgo de crédito con el coeficiente de duración por diferencial (DTS)
Medir con exactitud el riesgo de crédito es un enorme reto para quienes invierten en esta categoría.
10-12-2019 | Visión
Enabling insurers to achieve capital-efficient returns
Enabling insurers to achieve capital-efficient returns
The majority of assets owned by insurers are invested in investment grade fixed income.
11-04-2019 | Visión
Factor investing in corporate bond markets - Client Case Studies
Factor investing in corporate bond markets - Client Case Studies
Does factor investing work for credits?
13-11-2018 | Visión
Three years of successful factor investing in credit markets
Three years of successful factor investing in credit markets
Factor investing also works in credit markets.
19-07-2018 | Visión
How factor credit strategies can support Solvency II
How factor credit strategies can support Solvency II
The Solvency II regulatory framework doesn’t necessarily have to be a burden.
01-05-2018 | Visión
Intrinsic Momentum is also important for bonds
Intrinsic Momentum is also important for bonds
Should investors also ‘residualize’ bond momentum?
18-04-2018 | From the field
Applying factor investing to corporate bonds
Applying factor investing to corporate bonds
Although much factor research focuses on the equity market, the concept and benefits of factor investing apply equally well to the corporate bond market.
04-04-2018 | Visión
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 | Visión
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 | Visión
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 | Investigación
Cinco motivos por los que adoptar una perspectiva global en Créditos
Cinco motivos por los que adoptar una perspectiva global en Créditos
Quienes invierten en créditos a menudo se limitan a hacerlo únicamente en la moneda de su propio país.
17-02-2017 | Visión
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 | Investigación
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 | Investigación
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 | Investigación
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 | Investigación
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 | Vídeo
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 | Investigación
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 | Visión
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 | Visión
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 | Visión
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 | Visión
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 | Visión