'Investors can benefit from the use of sustainability data'
Innovative developments in the area of sustainability data can uncover new ways of assessing opportunities and risks.
23-11-2021 | インタビュー
17-11-2021 | インサイト
‘Alternative datasets can help predict future returns’
Big data can unlock a gold mine of information on investor behavior.
16-11-2021 | インタビュー
Low Volatility defies the basic finance principles of risk and reward
Contrary to popular belief, riskier investments do not necessarily translate into higher returns.
12-11-2021 | インサイト
Risky CAPE: Is there an alternative?
The prospect of rising real yields could accentuate the elevated nature of equity market valuations.
01-11-2021 | インサイト
The quant cycle
Equity factors follow their own sentiment-driven cycle that cannot be explained by traditional business cycle indicators.
19-10-2021 | リサーチ
Looking under the bonnet of passive thematic indices
Passive thematic indices effectively trade against quant investors due to their generally negative exposures to factors.
12-10-2021 | インサイト
Podcast: Why quant fixed income is a great diversifier
While many quant equity strategies have struggled over the past few years, the performance of quant credits has been robust.
08-10-2021 | ポッドキャスト
Some factors are now more equal than others
There is no free lunch when it comes to harvesting factor premiums.
06-10-2021 | 5ヵ年アウトルック
What valuations and interest rates tell us about equity factors
Single and multi-factor equity portfolios are currently very attractively valued and factor premiums persist across interest rate cycles.
04-10-2021 | インサイト
Are credit factor premiums robust to inflation?
With inflation worries having gained momentum, we investigate how inflation has affected credit factor premiums in the past.
24-09-2021 | インサイト
Translating universal goals into SDG impact
With the SDGs, the UN has framed the need and drawn the blueprints to advance sustainable development in society.
22-09-2021 | インサイト
Seizing opportunities in emerging markets credits
Global credit investors can no longer easily ignore emerging markets (EM) hard-currency corporate bonds.
08-09-2021 | リサーチ
Momentum is a self-fulfilling prophecy and therein lies its strength
The Momentum premium arises from mistakes in human reasoning.
06-09-2021 | インサイト
‘Moore’s Law is disrupting the world of quant investing’
Increasing computing power is altering the investment landscape.
16-08-2021 | インタビュー
Water and waste as the next frontier in improving sustainability in factor credits
We impose water and waste constraints on our factor credit strategies.
03-08-2021 | インサイト
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
The ‘equity party’ continues
Our developed and emerging markets equites teams have kept a positive stance on their respective markets for this quarter.
12-07-2021 | 四半期アウトルック
‘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
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
Value investing’s five principles that have stood the test of time
Value and growth investing have long had a back and forth relationship, with one style leading the market for a period before investors turn in favor of the opposite style.
22-06-2021 | インサイト
Guide to emerging markets investing
Emerging markets have undergone significant changes since the term was initially coined in the early 80s.
17-06-2021 | インサイト
Engaging with countries to promote the SDGs
A team from Robeco has published a framework that can help investors engage with countries to tackle sustainability challenges.
14-06-2021 | インサイト
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
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 strategies can handle changes in the investment landscape.
01-06-2021 | インサイト
The Big Book of Climate Investing
Climate change is the biggest threat facing humanity, and is now the single-most important issue for investors.
26-05-2021 | インサイト
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
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
Sustainability Report 2020: ‘There is no recovery without sustainability’
A commitment to sustainable investing that has become stronger than ever in the era of Covid-19 is highlighted in Robeco’s Sustainability Report 2020.
04-05-2021 | インサイト