This paper investigates the application of factor investing in corporate bonds. Our results
show that proficiency in the drivers of risk and return, the factors, should be used for bottom …

This paper is the second of a two-part series that provides essential context for any serious
study of alternative risk premium (ARP) strategies. Practitioners uniformly emphasize the …

Machine learning techniques have gained popularity in recent years but only to a limited
extent in fixed-income research. This article shows some new work in the application of …

The authors investigate the phenomenon that past winners in the stock market are potential
future winners in the European bond market. By using a data set of EUR-denominated …

Although factor investing has become an industry standard, the debate over which factors
drive the risk and return of various asset classes across the globe is ongoing. The literature …

Previous studies have found that stock prices incorporate information from earnings
announcements only gradually over an extended period. The authors investigate whether …

Do corporate bond return dynamics contain information that is not already fully reflected in
equity prices despite the lower liquidity of credit markets? Using a comprehensive dataset of …

A unique perspective on the implications of incorporating ESG considerations in systematic
investing In Integrating ESG in Systematic Investing, a team of authors from Barclays' top …

Investors' interest in incorporating environmental, social, and governance (ESG)
considerations resulted in a large number of commercial providers offering firm-level ESG …

Capital market broadly includes fixed income securities ie, bond market and equity market.
In India, the retail investors are visible mainly in equity markets, whereas the institutional …