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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 Essentials of factor investing
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
The active world of passive investing
Thought exchange-traded funds (ETFs) were passive?
11-09-2019 | From the field
Webinar: Getting alpha out of SDG Credit Investing
Webinar: Getting alpha out of SDG Credit Investing
In the next episode of our webinar series, we look at how the SDGs fit into credit portfolios.
10-09-2019 | Announcement
What the inverted yield curve may mean for the cycle
What the inverted yield curve may mean for the cycle
Yield curves are one of many tools for forecasting turns in the cycle.
06-09-2019 | インサイト
Factor investors should be patient and brave
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 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
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
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
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
SDGsに投資する方法
SDGsに投資する方法
SDGsの推進により、最大で12兆米ドルに及ぶ市場機会がもたらされると推計されています。
09-08-2019 | ビデオ
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
European banks: Go for debt
European banks: Go for debt
Despite earnings compression, the creditworthiness of European banks appears intact.
07-08-2019 | インサイト
Negative yields are becoming the new normal
Negative yields are becoming the new normal
The ECB has adopted a long-term negative interest rate policy.
06-08-2019 | インサイト
Anno Domini: the best reads of 2019
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
Steering change: sustainable automotive credit
Steering change: sustainable automotive credit
The automotive industry still relies heavily on old-school business models and dirty technology.
18-07-2019 | インサイト
ファクター戦略による投資目標達成:より効果的な分散
ファクター戦略による投資目標達成:より効果的な分散
ファクターに基づく戦略は、より効果的に分散されたポートフォリオの構築に役立ちます。
12-07-2019 | インサイト
Fixed income outlook: More repression to avoid recession
Fixed income outlook: More repression to avoid recession
Fighting the Fed or ECB has been a losing game over the past decade.
10-07-2019 | 四半期アウトルック
The Fed’s sugar rush rally
The Fed’s sugar rush rally
When the Fed starts cutting rates, it is easier to be long 2-year Treasuries than credit, says Global Macro team co-head Jamie Stuttard.
05-07-2019 | 月次アウトルック
Robeco Quarterly July 2019
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’
‘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
Credit outlook: Be smart, quick and lucky
Credit outlook: Be smart, quick and lucky
We are skeptical of the idea that central banks are infallible.
27-06-2019 | 四半期アウトルック
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 | インサイト
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.
22-06-2019 | リサーチ
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
Were markets efficient, past prices should not tell anything about the future
Were markets efficient, past prices should not tell anything about the future
What exactly drives factor premiums?
12-06-2019 | インサイト
Factor investing works for bond portfolios, too
Factor investing works for bond portfolios, too
Bond portfolios with significant exposure to the value, momentum and low risk factors generate returns that consistently outperform the index.
04-06-2019 | インサイト
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
'Asset management is all about intellectual property'
'Asset management is all about intellectual property'
Robeco CIO Peter Ferket discusses three big trends that are leading to structural changes in the asset management industry.
29-05-2019 | ポッドキャスト