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A textbook case of factor fixed income investing
A textbook case of factor fixed income investing
The latest edition of an influential handbook on fixed income investing features a chapter authored by Robeco quant specialists.
02-12-2021 | Visie
Shielding factor portfolios from credit downgrades and defaults
Shielding factor portfolios from credit downgrades and defaults
Gaining more by losing less in multi-factor credit strategies.
30-11-2021 | Visie
Are credit factor premiums robust to inflation?
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 | Visie
Seizing opportunities in emerging markets credits
Seizing opportunities in emerging markets credits
Global credit investors can no longer easily ignore emerging markets (EM) hard-currency corporate bonds.
08-09-2021 | Research
Water and waste as the next frontier in improving sustainability in factor credits
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 | Visie
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 | Visie
Geen quantcrisis in credits
Geen quantcrisis in credits
Quantstrategieën hebben goed gewerkt in credits.
01-04-2021 | Visie
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
 High yield indices don’t make good benchmarks
High yield indices don’t make good benchmarks
Certain features that are typical of high yield corporate bonds impose costs on high yield portfolios.
26-01-2021 | Visie
Aligning multi-factor credit strategies with the SDGs
Aligning multi-factor credit strategies with the SDGs
We present the latest innovation in our sustainable investing approach.
03-11-2020 | Visie
Is there value in fallen angels?
Is there value in fallen angels?
Credit downgrades can be an opportunity for high yield investors.
29-10-2020 | Visie
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 | Visie
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 | Research
Harvesting factor premiums across global bond markets
Harvesting factor premiums across global bond markets
Robeco has combined the latest innovation in quantitative research with its long-standing expertise in credits factor investing.
18-02-2020 | Visie
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 | Visie
Duration Times Spread: measuring credit risk
Duration Times Spread: measuring credit risk
Accurately measuring credit risk is a significant challenge for credit investors.
10-12-2019 | Research
Enabling insurers to achieve capital-efficient returns
Enabling insurers to achieve capital-efficient returns
The majority of assets owned by insurers are invested in investment grade fixed income.
11-04-2019 | Visie
Factorbeleggen op bedrijfsobligatiemarkten – Case studies klanten
Factorbeleggen op bedrijfsobligatiemarkten – Case studies klanten
Werkt factorbeleggen voor credits?
13-11-2018 | Visie
Drie jaar succesvol factorbeleggen in credits
Drie jaar succesvol factorbeleggen in credits
Factorbeleggen werkt ook op de creditmarkten.
19-07-2018 | Visie
Robeco launches Multi-Factor High Yield strategy
Robeco launches Multi-Factor High Yield strategy
Today Robeco is launching its latest factor investing strategy.
05-06-2018 | Visie
How factor credit strategies can support Solvency II
How factor credit strategies can support Solvency II
The Solvency II regulatory framework doesn’t necessarily have to be a burden.
01-05-2018 | Visie
Intrinsic Momentum is also important for bonds
Intrinsic Momentum is also important for bonds
Should investors also ‘residualize’ bond momentum?
18-04-2018 | From the field
Factorbeleggen toepassen op bedrijfsobligaties
Factorbeleggen toepassen op bedrijfsobligaties

Onderzoek naar factoren is vooral gericht op aandelen, maar het concept en de voordelen van factorbeleggen passen net zo goed bij bedrijfsobligaties

04-04-2018 | Visie
Five reasons to take a global approach to Credits
Five reasons to take a global approach to Credits
Many credit investors only invest in their home currency.
28-12-2017 | Visie
Global multi-factor credits as a style diversifier
Global multi-factor credits as a style diversifier
For credit investors, a global multi-factor credits strategy offers style diversification.
12-09-2017 | Visie
Factorbeleggen op creditmarkten wordt volwassen
Factorbeleggen op creditmarkten wordt volwassen
Onderzoekers en beleggers krijgen steeds meer belangstelling voor factorstrategieën voor de creditmarkten.
22-08-2017 | Visie
Does Carry add value to existing credit factors?
Does Carry add value to existing credit factors?
Is Carry a factor in its own right in credit markets?
11-07-2017 | Research
The quality of low-risk credits
The quality of low-risk credits
Recently a new factor was added to the literature: Quality.
14-09-2016 | Research
Integreren van duurzaamheid en factorbeleggen in een creditstrategie
Integreren van duurzaamheid en factorbeleggen in een creditstrategie
Onze creditstrategieën op basis van factorbeleggen hebben twee hoofddoelstellingen: een maximale exposure van de portefeuille naar factoren en het beperken van duurzaamheidsrisico's.
12-07-2016 | Research
Factorstrategieën implementeren in bedrijfsobligaties
Factorstrategieën implementeren in bedrijfsobligaties
Onderzoek toont aan dat factorstrategieën goed werken voor bedrijfsobligaties, maar het opbouwen van een portefeuille vereist meer zorgvuldigheid vanwege de beperktere liquiditeit.
14-06-2016 | Research
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