Credit Factor Investing Challenges
The article suggests that factor investing in corporate bonds can be successful despite challenges like nontradable assets and high transaction costs, with realistic expectations and avoidance of common mistakes.
Featured in No. 34 on 23 Jan 2024 ·
- Released
- 11 Mar 2021
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 828
- Identifier
- SSRN 4700056
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).