Implementing Value and Momentum Strategies in Credit Portfolios
Simon Polbennikov, Albert Desclée and Mathieu Dubois
The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
Simon Polbennikov
is a managing director in the Quantitative Portfolio Strategy Group at Barclays in London, UK
Albert Desclée
is a managing director in the Quantitative Portfolio Strategy Group at Barclays in London, UK
Mathieu Dubois
is a vice president in the Quantitative Portfolio Strategy Group at Barclays in London, UK
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 2
Quantitative Special Issue 2021
Implementing Value and Momentum Strategies in Credit Portfolios
Simon Polbennikov, Albert Desclée, Mathieu Dubois
The Journal of Portfolio Management Dec 2020, 47 (2) 82-98; DOI: 10.3905/jpm.2020.1.190