BEN SLIMANE Mohamed

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Working Paper 24.03.2021 Bond Index Tracking with Genetic Algorithms
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Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio o...

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Working Paper 8.12.2020 Facts and Fantasies about the Green Bond Premium
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The green bond market has increased exponentially since the first issuance in 2007.

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Discussion Paper 18.11.2020 Factor Investing and ESG in the Corporate Bond Market Before and Durin...
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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 of...

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Working Paper 11.03.2019 Traditional and Alternative Factors in Investment Grade Corporate Bond...
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While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing, factor...

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