Philip Messow

Robeco Institutional Asset Management

Rotterdam, 3011 AG

Netherlands

  • Robeco Institutional Asset Management

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,997

SSRN RANKINGS

Top 13,997

in Total Papers Downloads

7,318

TOTAL CITATIONS

2

Scholarly Papers (8)

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1.

How Can Machine Learning Advance Quantitative Asset Management?

The Journal of Portfolio Management, volume 49, issue 9, 2023[10.3905/jpm.2023.1.460]
Number of pages: 21 Posted: 10 Jan 2023 Last Revised: 28 Jan 2025
David Blitz, Tobias Hoogteijling, Harald Lohre and Philip Messow
Robeco Quantitative Investments, Robeco Quantitative Investments, Robeco Quantitative Investments and Robeco Institutional Asset Management
Downloads 4,091 (5,450)

Abstract:

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machine learning, asset management, portfolio management, factor investing

2.

True Value Investing in Credits through Machine Learning

Number of pages: 47 Posted: 14 Feb 2024
Robbert-Jan 't Hoen, Patrick Houweling and Philip Messow
Robeco Institutional Asset Management, Robeco Institutional Asset Management and Robeco Institutional Asset Management
Downloads 1,228 (35,916)

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corporate bonds, machine learning, mispricing, value investing

3.

Putting Credit Factor Investing into Practice

Journal of Portfolio Management, 2023, 49(2), pp. 188–215
Number of pages: 1 Posted: 11 Mar 2021 Last Revised: 19 Jan 2024
Hendrik Kaufmann, Philip Messow and Frederik Wisser
Deka Investment GmbH, Robeco Institutional Asset Management and Quoniam Asset Management GmbH
Downloads 876 (57,936)
Citation 2

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Cross-sectional Asset Pricing, Corporate Bonds, Factor Investing, Portfolio Construction

4.

How to Construct a Long-Only Multifactor Credit Portfolio?

The Journal of Fixed Income, forthcoming
Number of pages: 31 Posted: 05 Apr 2024 Last Revised: 28 Jan 2025
Joris Blonk and Philip Messow
Robeco Institutional Asset Management and Robeco Institutional Asset Management
Downloads 411 (150,298)

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Asset management, portfolio management, portfolio construction, factor investing

5.

Boosting the Equity Momentum Factor in Credit

Kaufmann, Hendrik and Messow, Philip and Vogt, Jonas, Boosting the Equity Momentum Factor in Credit (October 15, 2021). Financial Analysts Journal, 2021, 77(4): 83–103.
Number of pages: 1 Posted: 03 Sep 2020 Last Revised: 23 Sep 2022
Hendrik Kaufmann, Philip Messow and Jonas Vogt
Deka Investment GmbH, Robeco Institutional Asset Management and Quoniam Asset Management GmbH
Downloads 366 (171,195)

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Cross-Sectional Asset Pricing, Market Anomalies, Momentum, Machine Learning, Boosting

6.

The Impact of Short Selling in the Cross-Section of Corporate Bond Returns

Forthcoming in Journal of Fixed Income (2022)
Number of pages: 1 Posted: 12 Oct 2021 Last Revised: 06 Feb 2024
Desislava Vladimirova, Thomas Markl and Philip Messow
Quoniam Asset Management GmbH, Quoniam Asset Management GmbH and Robeco Institutional Asset Management
Downloads 346 (182,036)

Abstract:

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Short Selling, Corporate Bond Returns

7.

Factor Investing in Credit

The Journal of Index Investing, volume 11, issue 1, 2020[10.3905/jii.2020.1.085]
Posted: 23 Jan 2020 Last Revised: 28 Jan 2025
Harald Henke, Hendrik Kaufmann, Philip Messow and Jieyan Fang-Klingler
Quoniam Asset Management GmbH, Deka Investment GmbH, Robeco Institutional Asset Management and Quoniam Asset Management GmbH

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factor investing, corporate bonds, factor premiums, size, quality, momentum, value, carry

8.

Equity Momentum in European Credits

The Journal of Fixed Income, volume 30, issue 1, 2020[10.3905/jfi.2020.1.097]
Posted: 22 Aug 2019 Last Revised: 28 Jan 2025
Hendrik Kaufmann and Philip Messow
Deka Investment GmbH and Robeco Institutional Asset Management

Abstract:

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corporate bond, spillover, momentum, equity momentum