Low Volatility defies the basic finance principles of risk and reward
Contrary to popular belief, riskier investments do not necessarily translate into higher returns.
12-11-2021 | Insight
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 | 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 | Insight
The quant cycle
Equity factors follow their own sentiment-driven cycle that cannot be explained by traditional business cycle indicators.
19-10-2021 | Research
Some factors are now more equal than others
There is no free lunch when it comes to harvesting factor premiums.
06-10-2021 | 5-Year outlook
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 | Insight
Climate investing: from urgency to solutions
Credit outlook: Common prosperity
Changing policy in China will have repercussions for the rest of the world – and for credit markets.
21-09-2021 | Insight
Fixed income outlook: Tunnel vision
There is plenty of evidence of herding and groupthink.
14-09-2021 | Insight
Momentum is a self-fulfilling prophecy and therein lies its strength
The Momentum premium arises from mistakes in human reasoning.
06-09-2021 | Insight
‘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
We impose water and waste constraints on our factor credit strategies.
03-08-2021 | 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 | 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 | Insight
‘Equity price movements are mainly driven by behavior, not risk’
The FIFA 19 Ultimate Team (FUT) online transfer market and machine learning shed some light on behavioral finance.
01-07-2021 | Interview
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 | Insight
Fixed income outlook: Inflation hyperventilation
Heading into H2, we still find plenty to disagree with in the prevailing market consensus.
15-06-2021 | Insight
Showing the way to Paris-aligned investing
The race to zero is on.
10-06-2021 | 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 | Insight
Low Volatility investing: now more than ever
Low Volatility strategies can handle changes in the investment landscape.
01-06-2021 | Insight
The Low Volatility effect in China
In our recent study, we uncover the presence of a strong Low Volatility effect in the Chinese A-share market.
19-05-2021 | Insight
Spring has sprung for Value investing
Despite the recent rally in cheap stocks, we believe the Value upswing still has a way to go.
12-05-2021 | Insight
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021 | 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 | Insight
Fixed income outlook: Coming to America
Several things are coming to America.
23-03-2021 | Insight
Spring has to come simply because economic fundamentals require it
How do you perceive the quant equity winter?
26-02-2021 | Interview
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021 | Research
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | Insight
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | Insight
Factor investing debates: Do big data and AI herald a new dawn for quant?
Factor investing is based on decades of publicly available empirical studies.
11-01-2021 | Insight
Has Low Volatility lost its mojo?
2020 has been a difficult year for Low Volatility investors and this year’s performance has been truly challenging, amounting to a period of soul searching.
21-12-2020 | Insight