spaines

Visión de mercado

Fixed income outlook: Inflation hyperventilation
Fixed income outlook: Inflation hyperventilation
Heading into H2, we still find plenty to disagree with in the prevailing market consensus.
15-06-2021 | Visión
Mostrando el camino hacia la alineación de las inversiones con los Acuerdos de París
Mostrando el camino hacia la alineación de las inversiones con los Acuerdos de París
Ha comenzado la “carrera hacia el cero”.
10-06-2021 | Visión
Encontrando riesgos a la baja en crédito  gracias al ASG
Encontrando riesgos a la baja en crédito gracias al ASG
Using financially material ESG information leads to better-informed investment decisions and benefits society.
09-06-2021 | Visión
Central bank watcher: Taper management
Central bank watcher: Taper management
As economies reopen and supply-demand mismatches surface, central banks are facing the conundrum of when to taper their asset purchases.
07-06-2021 | Visión
Podcast: Navigating change and challenge in the asset management industry
Podcast: Navigating change and challenge in the asset management industry
It’s never a dull moment in the asset management industry.
04-06-2021 | Podcast
Inversión de baja volatilidad: ahora más que nunca
Inversión de baja volatilidad: ahora más que nunca
Las estrategias de baja volatilidad pueden adaptarse a los cambios en el entorno de inversión.
01-06-2021 | Visión
The Low Volatility effect in China
The Low Volatility effect in China
In our recent study, we uncover the presence of a strong Low Volatility effect in the Chinese A-share market.
19-05-2021 | Visión
Spring has sprung for Value investing
Spring has sprung for Value investing
Despite the recent rally in cheap stocks, we believe the Value upswing still has a way to go.
12-05-2021 | Visión
Metal: todo menos oxidado
Metal: todo menos oxidado
Los precios de las materias primas pueden seguir subiendo, según el estratega Peter van der Welle.
07-05-2021 | Perspectiva mensual
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
Perspectivas sobre el crédito: calentando la economía
Perspectivas sobre el crédito: calentando la economía
Aunque es posible que continúe el rally del crédito, el margen de error es tremendamente limitado.
31-03-2021 | Perspectiva trimestral
The rising tide of Value won’t lift all boats equally
The rising tide of Value won’t lift all boats equally
The recent Value upswing has provided renewed hope of a comeback and ideal conditions for deep and consistent exposures to the style.
25-03-2021 | Visión
Fixed income outlook: Coming to America
Fixed income outlook: Coming to America
Several things are coming to America.
23-03-2021 | Visión
70 years of evidence on our dynamic duration model
70 years of evidence on our dynamic duration model
Using a new, deep historical dataset, we show that our duration model works well over seven decades.
02-03-2021 | 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
Spring has to come simply because economic fundamentals require it
Spring has to come simply because economic fundamentals require it
How do you perceive the quant equity winter?
26-02-2021 | Entrevista
We will set five-year carbon footprint reduction goals
We will set five-year carbon footprint reduction goals
Decarbonization in the making.
22-02-2021 | Entrevista
ETFs have yet to prove that they can beat active funds
ETFs have yet to prove that they can beat active funds
Exchange-traded funds (ETFs) are commonly regarded as efficient, low-cost alternatives to actively managed mutual funds.
18-02-2021 | Investigación
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021 | Investigación
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | Visión
When equity factors drop their shorts
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | Visión
 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
Debates sobre Factor Investing: Big Data e IA: ¿un nuevo amanecer para la inversión cuantitativa?
Debates sobre Factor Investing: Big Data e IA: ¿un nuevo amanecer para la inversión cuantitativa?
El Factor Investing se basa en décadas de estudios empíricos, que son de dominio público.
11-01-2021 | Visión
Carta del CIO: Sigan a contracorriente
Carta del CIO: Sigan a contracorriente
En 2021 hay que seguir cuestionando el consenso, afirma Victor Verberk, CIO de Renta Fija y Sostenibilidad de Robeco.
07-01-2021 | Visión
Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
31-12-2020 | Data sets
Has Low Volatility lost its mojo?
Has Low Volatility lost its mojo?
2020 has been a difficult year for Low Volatility investors and this year’s performance has been truly challenging, amounting to a period of soul searching.
21-12-2020 | Visión
Podcast: Why I believe the quant winter will end
Podcast: Why I believe the quant winter will end
Will value stocks make a comeback in 2021?
17-12-2020 | Podcast
Guía: Climate fixed income investing
Guía: Climate fixed income investing
Nuestra publicación explica cómo estimular la descarbonización general de la economía y la sociedad mediante la inversión en los ganadores del mañana.
09-12-2020 | Visión
Fixed income outlook: Just another range trade
Fixed income outlook: Just another range trade
Markets participants, often overly focused on cyclical and economic factors, may need to take a broader perspective.
08-12-2020 | Visión
Investors should always strive to understand observed performance
Investors should always strive to understand observed performance
Mathijs van Dijk is Professor of Financial Markets at the Rotterdam School of Management, Erasmus University.
02-12-2020 | Entrevista