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Thought Leadership Bulletin - featuring Robeco

Featured Company: Robeco - research driven investing

Robeco is an international asset manager offering a wide range of actively managed products and solutions in equity, fixed income and multi-asset funds.

Established in 1929, Robeco is recognised as a world leader in taking a long-term, scientific and disciplined approach to investing. This is reflected in the very high quality of its content. Below is a selection of the most popular Robeco white papers published on Savvy Investor during the last six months.

Savvy Investor

Five-Year Expected Returns 2018-2022: Coming of Age
In this 106-page document, Robeco presents its forecasts for the 5-year expected returns for all major asset classes.

Robo-advice isn’t a hype that will go away
Although current robo-advice isn’t sophisticated, it isn’t a hype that will go away. We expect robo-advice to evolve into a more complete proposition. Incumbents cannot be complacent and need to invest.

Multi-asset markets outlook monthly - October  2017
Robeco's monthly analysis of the outlook for the world's major asset classes, as at the beginning of October 2017.

Seven steps to ESG integration
It is often unclear how sustainable funds really are. Robeco present a seven-step approach to integrate sustainability into the investment process for equities, credits and private equity. 

Research reveals why "sin stocks" outperform
Why have so-called "sin stocks", such as alcohol and tobacco companies, historically outperformed their relevant indices? Robeco points to research which indicates that this outperformance emanates from an exposure to risk factors.

Ten things you should know about factor investing
This paper aims to help investors determine an optimal approach for the development of factor-based strategies, examining the issues which make the difference between efficient and inefficient factor strategies.

Three ways to successfully implement factors and smart beta
Robeco provides a clearer picture of what factor-based investing actually is and suggest three ways in which investors can implement quantitative strategies.

Factor investing challenges: factor timing
This Robeco report discusses whether investors should try to time their exposure to different factors. Should investors seek to tactically monitor and adjust exposures to different factors and, if so, how should they go about it?

Looking for a better Momentum factor
This paper from Robeco discusses practical solutions to overcome the pitfalls of a momentum strategy. Focusing on the identification of securities which display "idiosyncratic", or stock-specific momentum, in order to overcome the problems of high turnover and return reversals.

Credit Momentum added to Quant Equity Strategies
The authors present evidence for a momentum spillover from credits to equities. Robeco has now added this credit momentum spillover to the momentum factor used in their stock selection models, thereby moving towards a more comprehensive ‘company momentum’ signal.

The smart beta ETF vogue is no threat to factor investing
The success of smart beta ETFs has raised concerns over a possible ‘overcrowding’ of factor strategies. But a recent analysis of US equity ETF factor exposures, by Robeco’s David Blitz, suggests this is far from being the case.

The rationale for trends investing
Robeco set out their trends investing philosophy and lay the foundation of a conceptual and analytical framework for trends investing that moves beyond mere story-telling.

Two emerging market strategies can be stronger than one
Two global emerging equity strategies, a fundamental and a quantitative one, which have both proven capable of delivering alpha, can be even more robust when combined. Diversification across low-correlated strategies can reduce risk and offer more stable alpha.

Cracking the code - country allocation in emerging markets
The emerging market universe is diverse and constantly changing, active country allocation enables investors to capitalize on exciting opportunities.

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