Robeco is an international asset manager offering an extensive range of active investments,
from equities to bonds. Research lies at the heart of everything we do, with a ‘pioneering but …

This study presents a method to select corporate bonds that outperform the corporate bond
markets as a whole. The filters investigated to select outperforming bonds will be even more …

… emerging equity markets supervised at Robeco by Jouke Hottinga and Ronald Wuijster. The
… With the help of Jouke Hottinga and Olaf Penninga I learned a lot about the fixed income …

This thesis focuses on two major portfolio selection approaches: the traditional mean-variance
approach and the heuristic approach based on risk budgeting. The main results from …

Credit derivatives : the definitive guide | CiNii Research CiNii 国立情報学研究所 学術情報
ナビゲータ[サイニィ] 論文・データをさがす 大学図書館の本をさがす 日本の博士論文をさがす English …

In the Canadian equity manager universe, there is no evidence that tracking error risk is
proactively managed. This is especially troubling and surprising given that tracking error is an …

The growing dominance of the core and explore model–a large passive index combined with
a collection of high tracking error satellite portfolios–in conjunction with the growth of factor …

Value investing in the credit market aims to identify mispricings by determining whether a
bond’s credit spread offers a sufficient compensation for its risk. To assess how successful …

The purpose of this study is to define what determinants affect the Credit spread. There are
two theoretical frameworks to study this: structural models and reduced form models. …