It is well documented that equity momentum has predictive power for corporate bond returns. We show that an equity momentum strategy applied to corporate bonds exhibits significant time-varying exposures to common equity and bond risk factors. Find out more about the residual momentum strategy. Read the research paper »
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Residual Equity Momentum for Corporate Bonds
research, Robeco, Robeco Asset Management
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Why bond investors can’t ignore the AI revolution
AI’s influence on fixed income markets is only just beginning and its eventual effects will become more apparent as time progresses. Even at this point, however, certain things are clear.
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