All factor strategies go through long periods of poor performance
Will factor investing continue to thrive?
18-11-2019 | インタビュー
Welcome to the world of pinball investing
In a whirlwind of contradicting news, markets seem to have created a new investment style: pinball.
29-10-2019 | Column
The brand-new pinball style
The past few weeks have been filled with news of US-China trade talks and Brexit.
23-10-2019 | 四半期アウトルック
Giving China its rightful share in your portfolio
Chinese stocks are a major new investment opportunity, yet they are under-represented in most portfolios, say Laurens Swinkels and Jaap Hoek.
23-10-2019 | 5ヵ年アウトルック
Refining the inclusion of views in portfolio construction
Taking investors’ views into account when building portfolios is difficult but essential, says Roderick Molenaar.
09-10-2019 | 5ヵ年アウトルック
ETFs have yet to prove that they can beat active funds
Conventional wisdom has it that exchange-traded funds (ETFs) are an attractive, low-cost alternative to actively managed mutual funds.
07-10-2019 | リサーチ
Pension fund chooses maximum sustainability and low tracking error
Quant meets sustainability.
16-09-2019 | インサイト
The active world of passive investing
Thought exchange-traded funds (ETFs) were passive?
11-09-2019 | From the field
Robeco’s Blitz wins award for low volatility article
Robeco’s Head of Quant Research has won a prestigious award for an article on hedge funds and the low volatility anomaly.
04-09-2019 | インサイト
A backtesting protocol in the era of machine learning
Is machine learning really a game changer for finance?
08-08-2019 | From the field
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
Good shepherds do not succumb to herding behavior
Thought crowds were wise?
19-06-2019 | From the field
ロベコSIフォーラム／SAMサステナビリティアワード2019 in Tokyo
Strong hands needed to unlock the potential of factor investing
The average investor is not good at timing.
19-06-2019 | インサイト
The characteristics of factor investing
To make the most of factor investing, understanding how factors work and interact is key.
14-06-2019 | リサーチ
The best strategy is the one you can stick with through thick and thin
Bringing quant investing to non-quants is tough but worthwhile.
29-05-2019 | インタビュー
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | インサイト
Do mutual funds with good sustainability scores attract more assets?
In March of 2016, Morningstar first published sustainability ratings (globes), for over 20,000 mutual funds.
08-05-2019 | From the field
Spending one bitcoin = 330,000 credit card transactions
The average bitcoin transaction now uses 330,000 times more energy than a credit card, new research shows.
11-04-2019 | Stunning statistics
Battening down the hatches in risky assets
Investors fearing a downturn should not leave equity markets, but batten down some hatches in risky assets, says strategist Peter van der Welle.
08-04-2019 | 月次アウトルック
Are mutual funds on the other side of the low volatility trade?
This new research helps to explain the existence of the low volatility anomaly.
03-04-2019 | From the field
As pioneers of SI, we have Sustainability Inside
Robeco is proud to have been a pioneer of sustainable investing, standing at the forefront of this vibrant style now for more than two decades.
15-03-2019 | インサイト
Robeco publishes Active Ownership Report 2018
Using our position as an asset manager to effect meaningful change at companies is a vital part of our dedication to sustainability investing at Robeco.
15-03-2019 | Active Ownership Report
It’s not about active or passive, but about costs
What if costs were the real issue in the heated active versus passive debate?
06-03-2019 | From the field
2018 – another record year for sustainable investing
In 2017, we reported that we saw a lift-off in sustainable investing.
18-02-2019 | Column
Goldilocks vs Armageddon: It’s time to buy EM
We sold Goldilocks in the last quarter of 2018.
16-01-2019 | Column
The link between ESG and performance
Robeco has long believed in the benefits of sustainability investing.
09-01-2019 | インサイト
‘We have a much better proposition than passive’
Robeco’s Enhanced Indexing Equity strategies have enjoyed renewed popularity in recent months.
18-12-2018 | インサイト
Beyond exclusions – how investors can approach SI
Some investors adopt a simple approach to sustainable investing by excluding certain companies from portfolios.
17-12-2018 | インサイト
Lessons from our 2018 ‘Super Quant’ internships
Top-notch investment strategies require top-notch research.
05-12-2018 | リサーチ
Providing flexible SI solutions – two client cases
Sustainable investing means different things to different people, and a one-size-fits-all approach does not work for everyone.
03-12-2018 | インサイト