Credit downgrades can be an opportunity for high yield investors.
Reducing the carbon intensity of multi-factor credits strategies
Our research into sustainability integration in quantitative investment strategies shows that such strategies lend themselves well to integrating secondary objectives, such as reducing carbon intensity.
Enabling insurers to achieve capital-efficient returns
The majority of assets owned by insurers are invested in investment grade fixed income.
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread (DTS) is the market standard method for measuring the credit volatility of a corporate bond.
Applying factor investing to corporate bonds
Although much factor research focuses on the equity market, the concept and benefits of factor investing apply equally well to the corporate bond market.