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
|
リサーチ
How factor credit strategies can support Solvency II
The Solvency II regulatory framework doesn’t necessarily have to be a burden.
01-05-2018
|
インサイト
Intrinsic Momentum is also important for bonds
Should investors also ‘residualize’ bond momentum?
18-04-2018
|
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
|
インサイト
Five reasons to take a global approach to Credits
Many credit investors only invest in their home currency.
28-12-2017
|
インサイト
成熟期に入ったクレジット市場のファクター投資
クレジット市場のファクター投資戦略が、投資家や研究者の大きな関心を集めています。
25-10-2017
|
インサイト
Does Carry add value to existing credit factors?
Is Carry a factor in its own right in credit markets?
11-07-2017
|
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
|
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
|
リサーチ
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.
14-06-2016
|
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.
11-12-2015
|
リサーチ
Factor investing: five lessons for corporate-bond investors
Interest in factor investing – investing in systematic sources of return – is rapidly increasing.
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
|
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.
11-11-2014
|
インサイト
Making better credit risk assessments
Ground-breaking research by Robeco that changed the way the riskiness of corporate bonds can be evaluated has celebrated its 10th anniversary.
06-01-2014
|
インタビュー
Tailor-made for Solvency II: Conservative Credits
Insurers need to have higher capital buffers against risk if Solvency II comes into place, forcing many to rethink the investments they are in.
10-09-2013
|
インサイト
Smart Credit Investing: the Size Premium
Recently we observe a shift towards factor investing, in which institutional investors strategically allocate their long-term investment portfolios to factor premiums.