We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

This paper conducts a comparative assessment of machine learning models for predicting
corporate bond behavior in a high transaction cost emerging market setting. Our research …

The low beta anomaly is well documented for equity markets. However, the existence of
such a factor in corporate bond markets is less explored. I find that European corporate …

Engineering Investment Process: Making Value Creation Repeatable explores the
quantitative steps of a financial investment process. The authors study how these steps are …

Praise for SYSTEMATIC INVESTING in CREDIT" Lev and QPS continue to shed light on the
most important questions facing credit investors. This book focuses on their latest cutting …

In this paper, we conduct a comprehensive survey and evaluation of recent empirical studies
exploring the factors influencing cross-sectional corporate bond returns, including recent …

The relationship between risk and return in finance seems controversial. While the crucial
implication of the standard models dictates—the higher the risk, the higher the expected …

While the relationship between risk and return in the stock market is ambiguous, Zaremba
and Shemer give a broad review of its theoretical background and empirical evidence. The …

Corporate bonds are fundamental financing instruments that are widely held by institutional
investors, fund managers and households all over the world. Corporate bonds play an …

As an increasing number of investors adopt risk-factor-based asset allocation, interest in
smart beta fixed income strategies may be poised to grow.• Factors may be even more …