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 …

Research has shown that tail risk hedging using explicit option purchases and trend-
following effectively mitigate equity tail risk. This paper demonstrates that these defensive …

Prior research and empirical investment results have shown that portfolio construction
choices related to rebalance schedules may have non-trivial impacts on realized …

While gold is a volatile asset, it is often considered a safe haven that offers protection during
bear markets. We study this safe haven hypothesis by analyzing a strategic allocation to …

Prior research and empirical investment results demonstrate that strategy performance can
be highly sensitive to rebalance schedules, an effect called rebalance timing luck (“RTL”). In …