Implementing Value and Momentum Strategies in Credit Portfolios

Simon Polbennikov; Albert Desclée; Mathieu Dubois

doi:10.3905/jpm.2020.1.190

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

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Albert Desclée

is a managing director in the Quantitative Portfolio Strategy Group at Barclays in London, UK

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Mathieu Dubois

is a vice president in the Quantitative Portfolio Strategy Group at Barclays in London, UK

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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

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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

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