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 i... 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... 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...
11/03/2019 Portfolio Allocation Traditional and Alternative Factors in Investment Grade Corp... While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing,...
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...