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US elections: weighing the odds
US elections: weighing the odds
The 2020 US Elections have entered the final straight.
20-10-2020 | インサイト
Restoring the battered Value factor in equities
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020 | インサイト
クレジット・アウトルック:市場はすでにワクチンを保有
クレジット・アウトルック:市場はすでにワクチンを保有
世界はわれわれが通常の生活に戻ることができるようなワクチンを待っています。
09-10-2020 | インサイト
There is more to factor investing than just Fama-French
There is more to factor investing than just Fama-French
The period of 2010-2019 was a lost decade for the five Fama-French factors, leading many to question whether Value was dead and whether Size had ever worked at all.
09-10-2020 | ビデオ
Settling the Size matter in equities
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020 | リサーチ
Shifting into neutral in multi-asset portfolios
Shifting into neutral in multi-asset portfolios
The improving global economy has made bonds less attractive compared to equities, says multi-asset investor Jeroen Blokland.
07-09-2020 | 月次アウトルック
Will Value survive the quant winter?
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | インサイト
債券アウトルック:押し寄せる波
債券アウトルック:押し寄せる波
6月には再度ユーフォリアの波が押し寄せましたが、我々は、利益確定を行い、来るべきボラティリティの上昇に備えて忍耐強く待つべきだと考えます。
21-07-2020 | インサイト
Factor investing debates: Should sustainability be considered a factor?
Factor investing debates: Should sustainability be considered a factor?
Factor investing and sustainability can make a good combination.
20-07-2020 | インサイト
The unique climate change risks facing insurers
The unique climate change risks facing insurers
Climate change has become undeniable, and no industry has greater exposure to its risks than the insurance sector.
02-07-2020 | インサイト
New study reveals: you can predict when interest rates will rise
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | インサイト
クレジット・アウトルック:ルールの変化
クレジット・アウトルック:ルールの変化
「共通の敵」は、政策立案者による大規模な非伝統的で協調的な一連の刺激策を引き起こしました。
30-06-2020 | インサイト
Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
Sustainability trends in energy credits after Covid-19
Sustainability trends in energy credits after Covid-19
Finding affordable, low-carbon and reliable energy sources is a challenge for investors in the energy sector.
22-06-2020 | インサイト
Factor investing debates: Should you time your factor exposures?
Factor investing debates: Should you time your factor exposures?
The debate on whether investors should tactically time their factor exposures is almost as old as the discovery of factors.
22-06-2020 | インサイト
Defining Quality: separating the wheat from the chaff
Defining Quality: separating the wheat from the chaff
Quality is a commonly accepted equity factor.
18-06-2020 | リサーチ
The green bond opportunity
The green bond opportunity
Trade in green bonds has grown from a small niche sector to a liquid and diversified market.
08-06-2020 | ビデオ
Our introductory guide to investing in SDG credits
Our introductory guide to investing in SDG credits
The UN’s Sustainable Development Goals (SDGs) have captured the imagination as a great way of impact investing.
03-06-2020 | インサイト
ファクター投資:中小型株ティルトのメリットは復活するか
ファクター投資:中小型株ティルトのメリットは復活するか
2020年3月の市場急落局面では、中小型株が特に大きく売られました。
27-05-2020 | インサイト
Reducing the carbon intensity of multi-factor credits strategies
Reducing the carbon intensity of multi-factor credits strategies
Quantitative investment strategies lend themselves well to integrating secondary objectives, such as reducing carbon intensity.
27-05-2020 | インサイト
Value ain’t dead
Value ain’t dead
Value stocks have underperformed growth stocks over the past decade.
20-05-2020 | From the field
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
Central bank watcher: Rates in lockdown for longer
Central bank watcher: Rates in lockdown for longer
Central banks have stepped up to the plate by delivering significant amounts of easing.
28-04-2020 | インサイト
Now more than ever, it’s time to think outside the Fama-French factor box
Now more than ever, it’s time to think outside the Fama-French factor box
2010-2019 was a lost decade for the Fama-French factors.
28-04-2020 | リサーチ
This time, banks are part of the solution
This time, banks are part of the solution
Compared to conditions during the global financial crisis, the health of the banking sector and the environment for banking are now significantly different.
22-04-2020 | インサイト
The link between ESG and performance: SDG Credits stands the test
The link between ESG and performance: SDG Credits stands the test
“An attribution analysis confirms our view that screening credit holdings for their sustainability characteristics is positive for performance,” says Guido Moret, Robeco’s Head of Sustainability Integration Credits.
21-04-2020 | インサイト
Podcast: Corona, oil price war and falling markets – what to do?
Podcast: Corona, oil price war and falling markets – what to do?
“If you wake up and see -6%, you know what kind of day it is going to be.
07-04-2020 | ポッドキャスト
Equity styles and the Spanish flu
Equity styles and the Spanish flu
Covid-19 first appeared at the start of December 2019.
02-04-2020 | インサイト
債券アウトルック:コロナ・ショックと「Baa」字型回復
債券アウトルック:コロナ・ショックと「Baa」字型回復
債券投資の投資機会は、安全な国債から急速に社債へとシフトしています。
01-04-2020 | 四半期アウトルック