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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 investing in fixed income remains in its infancy.
Mohamed BEN SLIMANE , Marielle DE JONG, Jean-Marie DUMAS, Hamza FREDJ , Michael SRB
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.
Mohamed BEN SLIMANE , Jean-Marie DUMAS, Takaya SEKINE
Laurent GOUZILH, Marielle de JONG, Thierry LEBAUPAIN, Hongwen WU