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Insights

Ten years of successful factor investing in credit markets
Ten years of successful factor investing in credit markets
A decade of live track-records shows that our factor-based credit investing approach has the potential to delivers improved risk-adjusted returns compared to the market.
30-06-2022 | Insight
Forecasting stock crash risk with machine learning
Forecasting stock crash risk with machine learning
Machine learning techniques can be used to uncover nonlinear relationships between several variables to help forecast stock crash risk.
15-06-2022 | Insight
Guide to sustainable quant equities investing
Guide to sustainable quant equities investing
The rules-based nature of quant investing lends itself well for sustainability integration.
09-06-2022 | Insight
Quality: the underappreciation of well-managed businesses
Quality: the underappreciation of well-managed businesses
Persistent human errors when forming future earnings expectations for companies give rise to the Quality premium.
01-06-2022 | Insight
Beyond Fama-French: alpha from short-term signals
Beyond Fama-French: alpha from short-term signals
We believe positive net alpha from established short-term signals can be harvested practically by investors.
31-05-2022 | Research
Conservative investing stands the test of time
Conservative investing stands the test of time
Conservative investing (also termed defensive or low-risk investing) is all about winning by losing less.
23-05-2022 | Insight
Climate investing: from urgency to solutions
Climate investing: from urgency to solutions
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Quant chart: Value accelerates to strongest start in decades
Quant chart: Value accelerates to strongest start in decades
Value has achieved the best start to a calendar year in over 35 years.
16-05-2022 | Insight
Quant chart: Meme stock frenzy confirms short-selling signal
Quant chart: Meme stock frenzy confirms short-selling signal
After more than a year following the short squeeze in so-called meme stocks, the informational advantage of short-selling data resurfaces.
29-04-2022 | Insight
Higher risk-free returns do not lead to higher total stock returns
Higher risk-free returns do not lead to higher total stock returns
Our research shows that equity risk premiums tend to be higher when risk-free returns are low, and vice versa.
26-04-2022 | Research
PodcastXL: How to read the huge emerging markets discount
PodcastXL: How to read the huge emerging markets discount
Emerging markets look extremely cheap.
01-04-2022 | Podcast
Podcast: Equity factors are even older than we thought
Podcast: Equity factors are even older than we thought
New Robeco research confirms that investors’ behavioral biases have been around since the days of the American Wild West.
21-03-2022 | Podcast
Value could outperform for five years or more
Value could outperform for five years or more
The resurgent Value style could bring market-beating returns for the next five years and beyond as interest rates rise, Robeco’s Value experts say.
09-03-2022 | Insight
Human instincts drive the Value premium
Human instincts drive the Value premium
Companies with exciting growth stories can lure investors, while those that receive little fanfare can deter them.
04-02-2022 | Insight
Factoring carbon taxes into a Value strategy
Factoring carbon taxes into a Value strategy
Incorporating carbon taxes into a Value strategy at a stock level is equivalent to imposing carbon footprint constraints on the overall portfolio.
22-12-2021 | Research
Research on pre-1926 database reveals equity factors are ‘eternal’
Research on pre-1926 database reveals equity factors are ‘eternal’
New research reveals that equity factor styles have existed and persisted since the mid-19th century.
21-12-2021 | Research
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 | Insight
Low Volatility defies the basic finance principles of risk and reward
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
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
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-Year outlook
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 | Insight
Momentum is a self-fulfilling prophecy and therein lies its strength
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’
‘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 | Insight
‘Equity price movements are mainly driven by behavior, not risk’
‘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
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
Showing the way to Paris-aligned investing
Showing the way to Paris-aligned investing
The race to zero is on.
10-06-2021 | Insight
Low Volatility investing: now more than ever
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
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
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
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021 | Insight