The University of New South Wales lecturer who upended the bond trading world
A young academic set out to replicate the findings in a key research paper and found that he couldn’t do it.
Source: afr.com
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A Quant Firm Gets a Performance Boost From AI — At Least in Tests
“The machine learning-based methods are a lot better than traditional methods…They can better model risks,” says Robeco’s Patrick Houweling.
Source: institutionalinvestor.com
The challenge of investing passively in high yield
Many asset owners allocate to high yield bonds because of their attractive characteristics, such as their low correlation with stocks, high income generation and limited total return drawdowns. How
Source: investordaily.com.au
Investment Product and Service Launches
Robeco launches quant credit strategy focused on SDGs and climate, and MSCI launches next generation of equity factor models.
United States Patrick Houweling United Nations Sustainable Development Goals Next Generation Equity Factor Equity Factor Model
Source: plansponsor.com
Robeco launches ESG-focused quant credit strategy
Robeco has launched a new quant credit strategy, focused on sustainability and the UN Sustainable Development Goals.
Patrick Houweling Climate Multi Factor Credits Quant Fixed Income Solactive Paris Aligned Global Corporate Patrick Houweling Solactive Paris Aligned Global Corporate Index
Source: investmentweek.co.uk
Robeco launches quant-backed sustainable credit strategy
The Article 9 fund will focus on UN’s Sustainable Development Goals be and benchmarked against a Paris-aligned index.
Patrick Houweling United Nations Sustainable Development Goal Multi Factor Credits Sustainable Finance Disclosures Regulation Quant Fixed Income Solactive Paris Aligned Global Corporate Index
Source: citywireselector.com