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グローバル債券市場全体からファクタープレミアムを捕捉
グローバル債券市場全体からファクタープレミアムを捕捉
ロベコは、最新のクオンツ・リサーチと、社債ファクター投資の分野で長年にわたり培ってきた専門知識とを融合し、新たなイノベーションを実現しました。
18-03-2020 | インサイト
Factor investing works for bond portfolios, too
Factor investing works for bond portfolios, too
Bond portfolios with significant exposure to the value, momentum and low risk factors generate returns that consistently outperform the index.
04-06-2019 | インサイト
Lessons from our 2018 ‘Super Quant’ internships
Lessons from our 2018 ‘Super Quant’ internships
Top-notch investment strategies require top-notch research.
05-12-2018 | リサーチ
Finding Value in government bonds
Finding Value in government bonds
The Value factor has been exploited for decades by equity investors and academic research shows it can also be applied to fixed income, in particular to government bonds.
24-02-2017 | インサイト
Emerging government bond market timing
Emerging government bond market timing
Research shows factors can help predict bonds returns in developed markets.
15-01-2015 | リサーチ
Forecasting bond returns using jumps in intraday prices
Forecasting bond returns using jumps in intraday prices
09-07-2011 | リサーチ