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Credit outlook: Imperfect information and imperfect foresight
Credit outlook: Imperfect information and imperfect foresight
With so many distorting elements at play right now, we can’t rely on economic theory for easy answers.
07-12-2021 | Quarterly outlook
The capex costs of reaching the Paris goals
The capex costs of reaching the Paris goals
We use green bond reporting to compare the environmental impact of a range of green projects.
06-12-2021 | Visie
Fixed income outlook: Pricing sigma
Fixed income outlook: Pricing sigma
We note several multiple sigma events across fixed income markets.
30-11-2021 | Quarterly outlook
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
Talk '22: 'Een seizoen waarin actieve creditbeleggers gedijen'
Talk '22: 'Een seizoen waarin actieve creditbeleggers gedijen'
Nu de kolossale steunmaatregelen geleidelijk aflopen, kunnen de markten weer beter onderscheid maken tussen goede en slechte credits, zegt Sander Bus, co-hoofd van het Credit-team.
24-11-2021 | Interview
'Investors can benefit from the use of sustainability data'
'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 | Interview
‘Alternative datasets can help predict future returns’
‘Alternative datasets can help predict future returns’
Big data can unlock a gold mine of information on investor behavior.
16-11-2021 | Interview
Low Volatility tart de financiële grondbeginselen van risico en rendement
Low Volatility tart de financiële grondbeginselen van risico en rendement
In tegenstelling tot wat vaak wordt gedacht, leveren risicovollere beleggingen niet per se een hoger rendement op.
12-11-2021 | Visie
Central bank watcher: Nerve-wracking
Central bank watcher: Nerve-wracking
Policymakers will need nerves of steel in the coming months as they weigh up inflation numbers against the growth outlook.
02-11-2021 | Visie
Risky CAPE: Is there an alternative?
Risky CAPE: Is there an alternative?
The prospect of rising real yields could accentuate the elevated nature of equity market valuations.
01-11-2021 | Visie
Enhancing the Paris-aware global bond index
Enhancing the Paris-aware global bond index
Last year Robeco helped to create a new Paris-aware benchmark, but now it is time for the next step.
25-10-2021 | Visie
The quant cycle
The quant cycle
Equity factors follow their own sentiment-driven cycle that cannot be explained by traditional business cycle indicators.
19-10-2021 | Research
Een kijkje onder de motorkap van passieve thematische indices
Een kijkje onder de motorkap van passieve thematische indices
In feite werken passieve thematische indices kwantitatieve beleggers tegen, doordat ze over het algemeen een negatieve exposure hebben naar factoren.
12-10-2021 | Visie
Podcast: Why quant fixed income is a great diversifier
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 | Podcast
Some factors are now more equal than others
Some factors are now more equal than others
There is no free lunch when it comes to harvesting factor premiums.
06-10-2021 | 5-jaars vooruitblik
What valuations and interest rates tell us about equity factors
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 | Visie
Vooroplopen in oplossingen voor klimaatbeleggen
Vooroplopen in oplossingen voor klimaatbeleggen
Alles wat u moet weten over klimaatuitdagingen en oplossingen voor klimaatbeleggen.
01-10-2021 | 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
Credit Outlook: Gemeenschappelijke welvaart
Credit Outlook: Gemeenschappelijke welvaart
Chinese beleidswijzigingen zullen in de rest van de wereld gevoeld worden – ook op de creditmarkten.
21-09-2021 | Visie
Fixed income outlook: Tunnel vision
Fixed income outlook: Tunnel vision
There is plenty of evidence of herding and groupthink.
14-09-2021 | Quarterly outlook
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
Momentum is een selffulfilling prophecy en daarin schuilt zijn kracht
Momentum is een selffulfilling prophecy en daarin schuilt zijn kracht
De momentumpremie komt voort uit fouten in menselijk redeneren.
06-09-2021 | Visie
‘Moore’s Law is disrupting the world of quant investing’
‘Moore’s Law is disrupting the world of quant investing’
Increasing computing power is altering the investment landscape.
16-08-2021 | Interview
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
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 | Visie
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 | Visie
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 | Visie
‘Bewegingen van aandelenkoersen worden vooral veroorzaakt door gedrag en niet door risico’
‘Bewegingen van aandelenkoersen worden vooral veroorzaakt door gedrag en niet door risico’
De online transfermarkt van FIFA 19 Ultimate Team (FUT) en machine learning maken het een en ander duidelijk over behavioral finance.
01-07-2021 | Interview
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
The EU’s SI regulation is both visionary and challenging
The EU’s SI regulation is both visionary and challenging
The key challenge is to move from ESG integration to impact investing.
23-06-2021 | Visie
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