Graham and Dodd Award puts Robeco’s research on credit factor investing in the spotlight
Already very popular in equity markets, factor investing is now catching on in other asset classes too, in particular for corporate bonds.
01-05-2018
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リサーチ
Intrinsic Momentum is also important for bonds
Should investors also ‘residualize’ bond momentum?
18-04-2018
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From the field
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
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インサイト
Five reasons to take a global approach to Credits
Many credit investors only invest in their home currency.
Is Carry a factor in its own right in credit markets?
11-07-2017
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リサーチ
低リスク債券のクオリティ
最近、学術の世界で新たに認知されるようになってきたファクター、それがクオリティです。
22-12-2016
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リサーチ
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
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リサーチ
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.
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
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インサイト
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.
Recently we observe a shift towards factor investing, in which institutional investors strategically allocate their long-term investment portfolios to factor premiums.
16-07-2013
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リサーチ
Residual Equity Momentum for Corporate Bonds
It is well documented that equity momentum has predictive power for corporate bond returns.
