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.
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A young academic set out to replicate the findings in a key research paper and found that he couldn’t do it.
“The machine learning-based methods are a lot better than traditional methods…They can better model risks,” says Robeco’s Patrick Houweling.
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
Robeco launches quant credit strategy focused on SDGs and climate, and MSCI launches next generation of equity factor models.
Robeco has launched a new quant credit strategy, focused on sustainability and the UN Sustainable Development Goals.