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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. The work by Patrick Houweling and Jeroen van Zundert aims to show that the factors used successfully in equity market investing can also work in the corporate bond market. Read more about this research study.
Haki CrisdenAugust 1, 2015
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The beauty and the beast of value and momentum investing

Are all value stocks and all momentum stocks equally attractive? In our research, we found that different types of value and momentum stocks exhibit very different performance characteristics. A value approach which incorporates some momentum and risk considerations tends to outperform a generic approach, but a value approach which intentionally goes against these factors significantly […]
Haki CrisdenJuly 22, 2015
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Low turnover: a virtue of low volatility

Trading is necessary to follow an active strategy, but excessive trading is linked to human behavior. In his new paper just published on SSRN Pim van Vliet looked into why investors trade and how much trading is needed for an effective low-volatility strategy. For potential low-volatility investors the question arises: is turnover a good or […]
Haki CrisdenJune 8, 2015
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A good strategy starts with a good design

David Blitz discusses research to improve existing strategies and explains how he designs new ones. “Our mission is to make good strategies even better and to design the next generation.” Head of Equity Research David Blitz has been at the forefront of quant investing since 1995 and is responsible for coordinating all quantitative equity research. […]
Haki CrisdenApril 29, 2015
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Pioneers in factor investing

In 2014 Robeco went live with its Factor Investing Solutions: tailored solutions based on multiple factors. “Robeco is not the founder of factor investing, but we are among the first to translate the theory into practical investment solutions,” says Robeco’s Head of Factor Investing Research Joop Huij with pride. Read more about Robeco’s approach.
Haki CrisdenApril 20, 2015
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