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Podcast: Some factors are more equal than others
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | ポッドキャスト
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
When markets get tough, quant funds stick with their factors
When markets get tough, quant funds stick with their factors
As rules-based investors, quant investors exploit human reactions to market movements.
19-03-2020 | ビデオ
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
After a ‘terrific’ decade, what’s next for low-risk stocks?
After a ‘terrific’ decade, what’s next for low-risk stocks?
The decade of 2010 to 2019 was an exceptional one for equity investors, in many ways.
05-03-2020 | インサイト
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
Exclusions may simply be transferring a problem
Exclusions may simply be transferring a problem
Do exclusions work?
03-02-2020 | リサーチ
The volatility effect revisited
The volatility effect revisited
Over the past decade, low volatility has become a popular investment style.
07-01-2020 | 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
A Low-Risk anomaly also in the crowdlending market
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
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
Media spotlight does not drive the Volatility effect in equities
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
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