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A textbook case of factor fixed income investing
A textbook case of factor fixed income investing
The latest edition of an influential handbook on fixed income investing features a chapter authored by Robeco quant specialists.
02-12-2021 | インサイト
What valuations and interest rates tell us about equity factors
What valuations and interest rates tell us about equity factors
Single and multi-factor equity portfolios are currently very attractively valued and factor premiums persist across interest rate cycles.
04-10-2021 | インサイト
Deep evidence that factor investing works well in bond markets
Deep evidence that factor investing works well in bond markets
More than two centuries of data confirms that value, momentum and low risk offer attractive premiums.
12-07-2021 | インサイト
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 | インサイト
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 | インサイト
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | インサイト
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 | インサイト
Will Value survive the quant winter?
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | インサイト
New study reveals: you can predict when interest rates will rise
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | インサイト
Equity styles and the Spanish flu
Equity styles and the Spanish flu
Covid-19 first appeared at the start of December 2019.
02-04-2020 | インサイト
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | リサーチ
Short positions do not add value to factor investing strategies
Short positions do not add value to factor investing strategies
Common wisdom among academics and investors has it that factors are best harvested using both long and short positions.
09-12-2019 | リサーチ
Factor-based sustainable multi-asset solutions for insurers
Factor-based sustainable multi-asset solutions for insurers
Multi-asset products may be popular, particularly among insurers.
03-07-2019 | インサイト
Factors are a permanent feature of financial markets
Factors are a permanent feature of financial markets
Are factor premiums here to stay?
12-04-2019 | インサイト
Factor outperformance for more than two centuries
Factor outperformance for more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
12-02-2019 | リサーチ
Bringing multi-factor investing into the multi-asset arena
Bringing multi-factor investing into the multi-asset arena
Factor premiums exist in all major asset classes and can be harvested efficiently across the board.
07-08-2018 | インサイト