research

Featured Story

NBIM: Listed and private real estate is all the same in the long run

The differentiating characteristics of unlisted and listed real estate diminish over time according to new research by Norges Bank Investment Management, supporting the sovereign wealth funds’ unique combined strategy for real estate that sees both private and listed sit in the same team.

Amanda WhiteSeptember 5, 2023

Investor Profile

How CPP’s active equities team delivers pure alpha

The active equities team at CPP Investments has abandoned antiquated investment categorisations, such as style and size, and views companies through a more holistic “domain” interpretation. Global head Frank Ieraci discusses the team’s approach and the contributions it makes to the total fund, including capital efficiency, agility and pure alpha.

Amanda WhiteJune 15, 2023

Asset Allocation

MSCI shines light in tax gap

MSCI ESG Research has seen growing demand from institutional investors for data on tax-related risk. In response, it has added data such as geographic revenue transparency to its ratings.

Amanda WhiteMarch 9, 2017

Implementing factor strategies in the corporate bond market

While factor strategies have been running for decades in equity markets, their application to corporate bonds has been pioneered in Robeco. There are many similarities between equities and credits and also important differences: in particular the liquidity of corporate bonds. Read more about this new white paper »

Haki CrisdenJune 14, 2016

Low-volatility evidence dating back to 1873

As new historical databases are opening up, there are great opportunities for out-of-sample tests of market anomalies. Research shows that the volatility effect also existed in the 19th century. Read more »

Haki CrisdenMay 25, 2016

Factor Investing Book, 2nd edition

The 2nd edition of Robeco’s Factor Investing Book is out, which brings together ten articles that Robeco researchers have published over recent years. The book consists of three parts: strategic allocation to factor premiums, understanding the factor premiums and how to implement factor investing in an efficient way. Request a hard copy of the book »

Haki CrisdenApril 11, 2016

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Featured Story

NBIM: Listed and private real estate is all the same in the long run

Investor Profile

How CPP’s active equities team delivers pure alpha

Asset Allocation

MSCI shines light in tax gap

Sponsored Content

Implementing factor strategies in the corporate bond market

Sponsored Content

Low-volatility evidence dating back to 1873

Sponsored Content

Factor Investing Book, 2nd edition

California Public Employees Retirement System (CalPERS)

ABP/APG Asset Management

California State Teachers Retirement System (CalSTRS)

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