1. Research

Factor investing in corporate credit

Richard Phelan

Jose Gonzalez

Caio Natividade

Factor investing has become popular across asset classes, but interestingly less so in Credit markets. Listen to Caio Natividade, Head of Cross Asset Quantitative Research, Jose Gonzales, Cross Asset Quantitative Researcher and Richard Phelan, Head of European Credit Research, discuss why credit has fallen behind and how the team has developed a framework for factor investing in this particular asset class.

 

2.6.7