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.
The quality of low-risk credits
Recently a new factor was added to the literature: Quality.
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.
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.
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.
Video ‘Factor investing: it works for credits too’
Factor investing has been successfully applied to equity markets.
Factor investing for credits: from research paper to fund
Most academic studies on factor investing are about equities.
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.
Factor investing: five lessons for corporate-bond investors
Interest in factor investing – investing in systematic sources of return – is rapidly increasing.