ML-QuantSubscribe

SSRNAsset Pricing & Factors

Bonding with Style Investing: Value and Momentum in Corporate Bonds

Implementing smart beta strategies to corporate bonds can boost returns and diversify portfolios, with value and momentum strategies demonstrating significant alpha in U.S. investment-grade and high-yield bonds.

Featured in No. 61 on 15 Aug 2024 · 14 days after release · 0 citations today

Released
1 Aug 2024
First featured
No. 61 · 15 Aug 2024
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4924945

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page