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
Factor investing debates: Could factor premiums disappear?
With the increasing adoption of factor investing, one frequently heard criticism is that factor premiums may end up being arbitraged away.
28-11-2019 | インサイト
A Low-Risk anomaly also in the crowdlending market
The existence of a low-risk anomaly has been firmly established for stocks and corporate bonds.
27-11-2019 | From the field
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
20-11-2019 | リサーチ
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
31-10-2019 | インサイト
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
Uncovering the promises and challenges of factor investing
The shift towards factor investing seems to be pausing for breath.
23-10-2019 | インタビュー
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
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
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
Pension fund chooses maximum sustainability and low tracking error
Quant meets sustainability.
16-09-2019 | インサイト
The Essentials of factor investing
Introducing our new learning tool on factor investing.
12-09-2019 | インサイト
The active world of passive investing
Thought exchange-traded funds (ETFs) were passive?
11-09-2019 | From the field
Factor investors should be patient and brave
What’s best, quantitative or fundamental?
05-09-2019 | インタビュー
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
Applying big data to investment processes
“Jacob Buitelaar is co-head of equity portfolio engineering & trading team at Robeco, based in Rotterdam.
30-08-2019 | インタビュー
Short-term factor momentum
The evidence for the existence of various factor premiums is strong.
21-08-2019 | From the field
We’re developing factor-based alternatives to passive fixed income
Quantitative investing in fixed income markets has slowly but surely gained traction in recent years.
21-08-2019 | 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
Anno Domini: the best reads of 2019
What were the best-read stories on Robeco’s main website this year?
26-07-2019 | インサイト
12-07-2019 | インサイト
Robeco Quarterly July 2019
The 12th edition of Robeco Quarterly – our quant, sustainability and research magazine – is now available.
04-07-2019 | 冊子
‘Combining quant and SI yields cost-effective solutions’
In our latest podcast, Core Quant portfolio manager Machiel Zwanenburg discusses the need for sustainability building blocks to suit different client needs.
28-06-2019 | ポッドキャスト
Media spotlight does not drive the Volatility effect in equities
Investors’ appetite for stocks frequently mentioned in the news is often raised to explain the Volatility effect.
26-06-2019 | リサーチ
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
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