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Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Pension regulations in the Nordic countries and the Netherlands are similar to insurance regulation in the European Union.
11-02-2020 | インサイト
Duration Times Spread: measuring credit risk
Duration Times Spread: measuring credit risk
Accurately measuring credit risk is a significant challenge for credit investors.
10-12-2019 | リサーチ
An empirical test of factors in the unchartered waters of EM credits
An empirical test of factors in the unchartered waters of EM credits
credit markets have seen tremendous growth over the past two decades.
30-09-2019 | リサーチ
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread (DTS) is the market standard method for measuring the credit volatility of a corporate bond.
22-06-2019 | リサーチ
Enabling insurers to achieve capital-efficient returns
Enabling insurers to achieve capital-efficient returns
The majority of assets owned by insurers are invested in investment grade fixed income.
11-04-2019 | インサイト
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.
10-12-2018 | Data sets
SDGsに注目した責任投資
SDGsに注目した責任投資
さらに読む
Factor investing in corporate bond markets - Client Case Studies
Factor investing in corporate bond markets - Client Case Studies
Does factor investing work for credits?
13-11-2018 | インサイト
運用開始から3年間、クレジット市場のファクター投資は堅調に推移
運用開始から3年間、クレジット市場のファクター投資は堅調に推移
ファクター投資はクレジット市場においても有効です。
27-08-2018 | インサイト
Reach for yield vs. reach for safety
Reach for yield vs. reach for safety
Interested in low-risk bonds?
16-05-2018 | From the field
Graham and Dodd Award puts Robeco’s research on credit factor investing in the spotlight
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
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
Intrinsic Momentum is also important for bonds
Should investors also ‘residualize’ bond momentum?
18-04-2018 | From the field
サステナビリティ投資
サステナビリティ投資
さらに読む
Five reasons to take a global approach to Credits
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
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
低リスク債券のクオリティ
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
Tailor-made for Solvency II: Conservative Credits
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
Ibbotson’s default premium: Risky data
Ibbotson’s default premium: Risky data
The default premium calculated in Ibbotson’s dataset is widely used in empirical research.
14-06-2013 | リサーチ
On the performance of fixed income exchange-traded funds
On the performance of fixed income exchange-traded funds
Are fixed income exchange-traded funds (ETFs) really able to track their benchmarks?
15-06-2012 | リサーチ