Credit downgrades can be an opportunity for high yield investors.
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
Factor investing debates: Should sustainability be considered a factor?
Factor investing and sustainability can make a good combination.
Factor investing debates: Should you time your factor exposures?
The debate on whether investors should tactically time their factor exposures is almost as old as the discovery of factors.
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.