Companies need to appoint board members who focus on climate change, Robeco’s Active Ownership team says.
Reducing the carbon intensity of multi-factor credits strategies
Our research into sustainability integration in quantitative investment strategies shows that such strategies lend themselves well to integrating secondary objectives, such as reducing carbon intensity.
Will the oil price crash lower carbon footprints?
An historic plunge in the oil price has raised hopes that carbon footprints could be permanently cut – but this may be wishful thinking.
Shell escalates net-zero goal on carbon emissions
Royal Dutch Shell has stepped up its plans to become carbon neutral following investor engagement led by Robeco and the Church of England.
It’s time to heed the positive signals
Robeco’s fixed income teams gradually are shifting towards buying mode.
Market update: what now, what next?
While it is never fun to be in the midst of a market meltdown, we have learned that this is a good time to be long-term, active investors.
Webinar: Policy missteps could hurt markets more than the virus
We discuss how the implications of the coronavirus are shaping the long-term investment strategy for equities.
Factor outperformance for more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
Podcast: It’s time asset managers make money talk
If we start investing much more towards the long term, and to sustainable solutions, things will go very, very quickly, says Robeco CEO Gilbert Van Hassel.
Let’s talk about outcomes: voting on shareholder proposals
Sustainable investing is finally getting traction in the market place.
Refining the inclusion of views in portfolio construction
Taking investors’ views into account when building portfolios is difficult but essential, says Roderick Molenaar.
Enabling insurers to achieve capital-efficient returns
The majority of assets owned by insurers are invested in investment grade fixed income.
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.
It’s late cycle but not end cycle
Markets continue to be weak and volatile, while growth expectations are depressed globally.