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Insights

Measuring credit risk with Duration Times Spread
Measuring credit risk with Duration Times Spread
Accurately measuring credit risk is a significant challenge for credit investors.
10-12-2019 | Insight
An empirical test of factors in the unchartered waters of EM credits
An empirical test of factors in the unchartered waters of EM credits
credit markets have seen tremendous growth over the past two decades.
30-09-2019 | Research
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 | 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 | Insight
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.
10-12-2018 | Data sets
Factor investing in corporate bond markets - Client Case Studies
Factor investing in corporate bond markets - Client Case Studies
Does factor investing work for credits?
13-11-2018 | Insight
Three years of successful factor investing in credit markets
Three years of successful factor investing in credit markets
Factor investing also works in credit markets.
19-07-2018 | Insight
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 | Insight
Reach for yield vs. reach for safety
Reach for yield vs. reach for safety
Interested in low-risk bonds?
16-05-2018 | From the field
Graham and Dodd Award puts Robeco’s research on credit factor investing in the spotlight
Graham and Dodd Award puts Robeco’s research on credit factor investing in the spotlight
Already very popular in equity markets, factor investing is now catching on in other asset classes too, in particular for corporate bonds.
01-05-2018 | Research
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 | Insight
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
Applying factor investing to corporate bonds
Applying factor investing to corporate bonds
Although much factor research focuses on the equity market, the concept and benefits of factor investing apply equally well to the corporate bond market.
04-04-2018 | Insight
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 | Insight
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 | Insight
Factor investing in credit markets is coming of age
Factor investing in credit markets is coming of age
Factor investing strategies for credit markets are increasingly on the radar of researchers and investors.
22-08-2017 | Insight
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
Tackling illiquidity with Multi-Factor Credits
Tackling illiquidity with Multi-Factor Credits
Liquidity has come down a lot in credit markets.
01-05-2017 | Video
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
Multi-factor fund celebrates birthday with outperformance
Multi-factor fund celebrates birthday with outperformance
“Putting your research to the test is always exciting, and if it then works out well, then that’s very satisfying.
18-07-2016 | Insight
Integrating sustainability into factor credit strategies
Integrating sustainability into factor credit strategies
The objective of our factor credit strategies is to maximize the portfolio’s factor exposure at low cost while limiting risks.
12-07-2016 | Research
Implementing factor strategies in corporate bonds
Implementing factor strategies in corporate bonds
Research shows that factor investing strategies work well in corporate bonds, but actually building a portfolio requires greater care due to liquidity issues, Robeco’s quantitative experts argue in a new white paper.
14-06-2016 | Research
Factor Investing in the Corporate Bond Market
Factor Investing in the Corporate Bond Market
We provide empirical evidence that the Size, Low-Risk, Value and Momentum factors have economically meaningful and statistically significant risk-adjusted returns in the corporate bond market.
11-12-2015 | Research
Video ‘Factor investing: it works for credits too’
Video ‘Factor investing: it works for credits too’
Factor investing has been successfully applied to equity markets.
29-09-2015 | Video
Factor investing for credits: from research paper to fund
Factor investing for credits: from research paper to fund
Most academic studies on factor investing are about equities.
24-07-2015 | Research
Balanced exposure to factors in credits
Balanced exposure to factors in credits
Robeco Global Multi-Factor Credits, launched on June 15, 2015, is an innovative fund offering balanced exposure to the Low-Risk, Value, Momentum and Size factors in the credit market.
23-07-2015 | Insight
Factor investing: five lessons for corporate-bond investors
Factor investing: five lessons for corporate-bond investors
Interest in factor investing – investing in systematic sources of return – is rapidly increasing.
16-06-2015 | Insight
Smart credit investing: harvesting factor premiums
Smart credit investing: harvesting factor premiums
Although most factor research focuses on the equity market, the concept and benefits of factor investing apply equally well to the corporate bond market.
12-01-2015 | Insight
How factor investing also works for corporate bonds
How factor investing also works for corporate bonds
Two Robeco researchers have become the first to analyze the effect that factor premiums can have on corporate bond investing.
11-11-2014 | Insight
The liquidity pitfall of passive investing
The liquidity pitfall of passive investing
Investing in ETFs can be very risky, especially during periods of limited liquidity.
25-08-2014 | Insight
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