We’re facing the risk of central bank policy error.
22-03-2022
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Insight
Quant modeling can use non-numerical data, too
We find that text analysis can predict the risk and return characteristics of corporate bonds.
10-12-2021
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Insight
Shielding factor portfolios from credit downgrades and defaults
Gaining more by losing less in multi-factor credit strategies.
30-11-2021
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Insight
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
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Insight
Credit outlook: Common prosperity
Changing policy in China will have repercussions for the rest of the world – and for credit markets.
21-09-2021
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Insight
Fixed income outlook: Tunnel vision
There is plenty of evidence of herding and groupthink.
14-09-2021
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Insight
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
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Insight
What we’ve learned from three years of SDG credit investing
It’s possible to pursue both wealth and well-being.
28-07-2021
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Insight
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
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Insight
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
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Insight
Fixed income outlook: Inflation hyperventilation
Heading into H2, we still find plenty to disagree with in the prevailing market consensus.
15-06-2021
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Insight
Showing the way to Paris-aligned investing
The race to zero is on.
10-06-2021
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Insight
Finding the downside risks in credit with ESG
Using financially material ESG information leads to better-informed investment decisions and benefits society.
09-06-2021
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Insight
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021
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Insight
Credit outlook: Running the economy hot
While it’s possible that credits could keep rallying, the margin for error is extremely limited.
31-03-2021
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Quarterly outlook
Fixed income outlook: Coming to America
Several things are coming to America.
23-03-2021
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Insight
Is there value in fallen angels?
Credit downgrades can be an opportunity for high yield investors.
29-10-2020
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Insight
The unique climate change risks facing insurers
Climate change has become undeniable, and no industry has greater exposure to its risks than the insurance sector.
02-07-2020
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Insight
FundFire: When it Comes to Thematic ESG Strategies, Institutions Play Favorites
In this FundFire article, Portfolio Manager and Fixed Income Co-Head Erik van Leeuwen says Robeco is evolving to meet client demand for strategies focused on themes such as UN SDG Goals and Climate Change.
01-06-2020
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In the news
FundFire: Asset Managers Turn to Alt Data to Detect Climate Change Risks
Engagement Strategist Peter van der Werf describes in a recent FundFire article how Robeco is using data to detect climate change risks.
11-02-2020
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In the news
Duration Times Spread: measuring credit risk
Accurately measuring credit risk is a significant challenge for credit investors.
10-12-2019
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Research
Enabling insurers to achieve capital-efficient returns
The majority of assets owned by insurers are invested in investment grade fixed income.
19-08-2019
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Insight
Institutional Investor: Factors Matter in Fixed Income Investing
Institutional Investor highlighted Robeco’s research paper aiming to dispel myths that equity factors don’t apply to fixed income.
01-07-2019
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In the news
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.