1/07/2022 Machine Learning & Artificial Intelligence Credit Factor Investing with Machine Learning techniques The most common models to assess asset returns are a linear combination of risk factors.
13/04/2021 Investment Insights Temperature scores: an innovative tool for ESG fundamental investors 2021 will be a pivotal year to curb climate change.
18/11/2020 Investment Insights Factor Investing and ESG in the Corporate Bond Market Before and During the COVID-19 Crisis The objective of this paper is to illustrate the factor investing space in corporate bonds before and during the COVID-19 crisis and is the natural extension...
12/12/2017 Fixed Income & FX Credit Continuum: How to make it happen We have been living for the past few years under an unprecedented regime of unconventional monetary policies. Abundant liquidity poured into developed...