africaen

Insights

Is there value in fallen angels?
Is there value in fallen angels?
Credit downgrades can be an opportunity for high yield investors.
29-10-2020 | Insight
Reducing the carbon intensity of multi-factor credits strategies
Reducing the carbon intensity of multi-factor credits strategies
Quantitative investment strategies lend themselves well to integrating secondary objectives, such as reducing carbon intensity.
27-05-2020 | Insight
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.
01-05-2020 | Research
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Solvency regulations and low-risk investing: comparing the Nordics with the Netherlands
Pension regulations in the Nordic countries and the Netherlands are similar to insurance regulation in the European Union.
11-02-2020 | Insight
Duration Times Spread: measuring credit risk
Duration Times Spread: measuring credit risk
Accurately measuring credit risk is a significant challenge for credit investors.
10-12-2019 | Research
An empirical test of factors in the unchartered waters of EM credits
An empirical test of factors in the unchartered waters of EM credits
Emerging credit markets have seen tremendous growth over the past two decades.
30-09-2019 | 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
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
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
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
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
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
Making better credit risk assessments
Making better credit risk assessments
Ground-breaking research by Robeco that changed the way the riskiness of corporate bonds can be evaluated has celebrated its 10th anniversary.
06-01-2014 | Interview
Tailor-made for Solvency II: Conservative Credits
Tailor-made for Solvency II: Conservative Credits
Insurers need to have higher capital buffers against risk if Solvency II comes into place, forcing many to rethink the investments they are in.
10-09-2013 | Insight
Smart Credit Investing: the Size Premium
Smart Credit Investing: the Size Premium
Recently we observe a shift towards factor investing, in which institutional investors strategically allocate their long-term investment portfolios to factor premiums.
16-07-2013 | Research
Ibbotson’s default premium: Risky data
Ibbotson’s default premium: Risky data
The default premium calculated in Ibbotson’s dataset is widely used in empirical research.
14-06-2013 | Research
Residual Equity Momentum for Corporate Bonds
Residual Equity Momentum for Corporate Bonds
It is well documented that equity momentum has predictive power for corporate bond returns.
17-08-2012 | Research
On the performance of fixed income exchange-traded funds
On the performance of fixed income exchange-traded funds
Are fixed income exchange-traded funds (ETFs) really able to track their benchmarks?
15-06-2012 | Research
On the nature and predictability of corporate bond returns
On the nature and predictability of corporate bond returns
Corporate bond returns consist of two distinct components: an interest rate component, which is default-free and anti-cyclical, and a credit spread component, which is default-risky and pro-cyclical.
16-05-2012 | Research
Logo

Disclaimer

Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

Please confirm that you are a professional investor and/or institutional investor and that you have read, understood and accept the terms of use for this website.

I Disagree