---
title: Corporate Bond Factors: Replication Failures and a New Framework
url: https://www.ml-quant.com/papers/ssrn/4586652/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4586652
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4586652
featured: 2023-10-04
citations: 16
topic: Macro-Finance & Rates
---


# Corporate Bond Factors: Replication Failures and a New Framework

The study criticizes inconsistent methodologies in corporate bond factors literature, suggesting a robust factor construction and a clean database for corporate bond returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4586652
- Identifier: SSRN 4586652
- Released: 2023-09-28
- First featured: Quant Letter No. 18 (2023-10-04): https://www.ml-quant.com/issues/2023-10-04/
- Citations (Semantic Scholar): 16
- Published in: not yet
- Topic: Macro-Finance & Rates

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