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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.
01-05-2020 | リサーチ
Staying the course and being selective reaps long-term rewards in EM
Staying the course and being selective reaps long-term rewards in EM
Emerging markets equity strategies with their value tilt should typically underperform in risk-off markets.
08-04-2020 | インサイト
Fundamental Equities: Investment update as the COVID-19 crisis intensifies
Fundamental Equities: Investment update as the COVID-19 crisis intensifies
Strong volatility.
26-03-2020 | インサイト
Enhanced indexing solutions for insurers
Enhanced indexing solutions for insurers
Over the past decade, investors have operated a massive shift from actively managed strategies into passive ones.
26-03-2020 | インサイト
A review of 20 years of academic literature on mutual funds
A review of 20 years of academic literature on mutual funds
How skilled are asset managers?
19-03-2020 | From the field
Every dark cloud has a silver lining
Every dark cloud has a silver lining
The unprecedented market volatility presents opportunities for discerning equity investors.
18-03-2020 | ビデオ
Exclusions may simply be transferring a problem
Exclusions may simply be transferring a problem
Do exclusions work?
03-02-2020 | リサーチ
Index investing: passive in name only
Index investing: passive in name only
Not all index-based products are alike.
18-12-2019 | From the field
Robeco turns 90 in a fast-changing fund industry
Robeco turns 90 in a fast-changing fund industry
This 4 December, Robeco celebrates its 90th anniversary.
04-12-2019 | インサイト
All factor strategies go through long periods of poor performance
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
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 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
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
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
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
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
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 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
A backtesting protocol in the era of machine learning
Is machine learning really a game changer for finance?
08-08-2019 | From the field
Good shepherds do not succumb to herding behavior
Good shepherds do not succumb to herding behavior
Thought crowds were wise?
19-06-2019 | From the field
Strong hands needed to unlock the potential of factor investing
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
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
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
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?
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
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
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?
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
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
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