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What we’ve learned from three years of SDG credit investing
What we’ve learned from three years of SDG credit investing
It’s possible to pursue both wealth and well-being.
28-07-2021 | インサイト
Central bank watcher: Delta hedging
Central bank watcher: Delta hedging
The surge in Delta variant cases has dealt a blow to the full-economic-reopening story.
13-07-2021 | インサイト
Deep evidence that factor investing works well in bond markets
Deep evidence that factor investing works well in bond markets
More than two centuries of data confirms that value, momentum and low risk offer attractive premiums.
12-07-2021 | インサイト
How will carmakers survive the shift to electrification?
How will carmakers survive the shift to electrification?
Regulation, changing consumer preferences and new entrants are cranking up the pressure.
09-07-2021 | インサイト
Why climate risk considerations are especially relevant for buy-and-maintain portfolios
Why climate risk considerations are especially relevant for buy-and-maintain portfolios
Decarbonizing long-term, stable portfolios calls for a forward-looking approach.
02-07-2021 | インサイト
‘Equity price movements are mainly driven by behavior, not risk’
‘Equity price movements are mainly driven by behavior, not risk’
The FIFA 19 Ultimate Team (FUT) online transfer market and machine learning shed some light on behavioral finance.
01-07-2021 | インタビュー
クレジット・アウトルック:謙虚な姿勢で臨む
クレジット・アウトルック:謙虚な姿勢で臨む
未知なもの、経済活動の再開がもたらした混乱に対しては謙虚な姿勢で臨むのがベストでしょう。
29-06-2021 | 四半期アウトルック
Creating sustainable multi-factor bond portfolios
Creating sustainable multi-factor bond portfolios
Our simulations show we can do this without materially reducing factor exposures and hence the alpha potential.
29-06-2021 | インサイト
債券アウトルック:インフレに対する過剰反応
債券アウトルック:インフレに対する過剰反応
下期入りを控えて、ロベコは多くの点において市場のコンセンサスとは異なる立場にあります。
24-06-2021 | インサイト
Showing the way to Paris-aligned investing
Showing the way to Paris-aligned investing
The race to zero is on.
10-06-2021 | インサイト
Podcast: Navigating change and challenge in the asset management industry
Podcast: Navigating change and challenge in the asset management industry
It’s never a dull moment in the asset management industry.
04-06-2021 | ポッドキャスト
Low Volatility investing: now more than ever
Low Volatility investing: now more than ever
Low Volatility strategies can handle changes in the investment landscape.
01-06-2021 | インサイト
The Low Volatility effect in China
The Low Volatility effect in China
In our recent study, we uncover the presence of a strong Low Volatility effect in the Chinese A-share market.
19-05-2021 | インサイト
‘We must prepare for the worst-case scenarios’
‘We must prepare for the worst-case scenarios’
Bob Litterman is chairman of the Risk Committee and a founding partner of Kepos Capital in New York.
18-05-2021 | インタビュー
Spring has sprung for Value investing
Spring has sprung for Value investing
Despite the recent rally in cheap stocks, we believe the Value upswing still has a way to go.
12-05-2021 | インサイト
クレジット・アウトルック:過熱気味の経済運営
クレジット・アウトルック:過熱気味の経済運営
クレジット市場が堅調さを維持する可能性もありますが、失敗の余地は極めて限定的です。
06-04-2021 | 四半期アウトルック
債券アウトルック:米国で実現するもの
債券アウトルック:米国で実現するもの
いくつかのイベントが米国で実現されつつあります。
02-04-2021 | インサイト
There’s no quant crisis in credits
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021 | インサイト
Podcast: No need to fear an inflationary accident – just yet
Podcast: No need to fear an inflationary accident – just yet
It’s inevitable that the forceful fiscal stimulus and exceptionally loose monetary policy currently in place will result in higher inflation.
30-03-2021 | ポッドキャスト
カーボン・フットプリント削減に向けた5ヵ年目標を設定
カーボン・フットプリント削減に向けた5ヵ年目標を設定
脱炭素化の動きが進んでいます。
26-03-2021 | インタビュー
The rising tide of Value won’t lift all boats equally
The rising tide of Value won’t lift all boats equally
The recent Value upswing has provided renewed hope of a comeback and ideal conditions for deep and consistent exposures to the style.
25-03-2021 | インサイト
70 years of evidence on our dynamic duration model
70 years of evidence on our dynamic duration model
Using a new, deep historical dataset, we show that our duration model works well over seven decades.
02-03-2021 | 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.
01-03-2021 | Data sets
Spring has to come simply because economic fundamentals require it
Spring has to come simply because economic fundamentals require it
How do you perceive the quant equity winter?
26-02-2021 | インタビュー
ETFs have yet to prove that they can beat active funds
ETFs have yet to prove that they can beat active funds
Exchange-traded funds (ETFs) are commonly regarded as efficient, low-cost alternatives to actively managed mutual funds.
18-02-2021 | リサーチ
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021 | リサーチ
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | インサイト
European utilities on the cusp of a decade-long investment opportunity
European utilities on the cusp of a decade-long investment opportunity
These companies have the unique prospect of tackling climate change and continuing to lead the global energy transition.
03-02-2021 | インサイト
When equity factors drop their shorts
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | インサイト
Podcast: Challenge the consensus
Podcast: Challenge the consensus
Keep questioning the consensus in 2021, do your research and stay contrarian, says Victor Verberk, Robeco’s CIO Fixed Income in our latest podcast episode.
14-01-2021 | ポッドキャスト