DUMAS Jean-Marie
RC - Working Paper
Working Paper 1.07.2022 Credit Factor Investing with Machine Learning techniques

The most common models to assess asset returns are a linear combination of risk factors.

More > 10 minutes
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Insights Paper 13.04.2021 Temperature scores: an innovative tool for ESG fundamental investors
102

2021 will be a pivotal year to curb climate change.

More > 10 minutes
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Discussion Paper 18.11.2020 Factor Investing and ESG in the Corporate Bond Market Before and During the COVID-19 Crisis
88

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 our prior analysis on both the new alternative credit factors and the ESG integration in credit.

More > 10 minutes
  • 88
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Working Paper 11.03.2019 Traditional and Alternative Factors in Investment Grade Corporate Bond Investing
39

While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing, factor investing in fixed income remains in its infancy.

More > 10 minutes
  • 39
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Insights Paper 12.12.2017 Credit Continuum: How to make it happen
25

We have been living for the past few years under an unprecedented regime of unconventional monetary policies. Abundant liquidity poured into developed economies has had a number of consequences on financial markets: very low and sometimes negative interest rates, inflation of asset prices under the pressure of investors starving for returns.

More > 10 minutes
  • 25

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