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Putting Credit Factor Investing into Practice

Hendrik Kaufmann, Philip Messow and Frederik Wisser
The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 188-215; DOI: https://doi.org/10.3905/jpm.2022.1.436
Hendrik Kaufmann
is a portfolio manager and quantitative analyst at Deka Investment GmbH in Frankfurt, Germany
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Philip Messow
is a senior quantitative researcher at Robeco Asset Management in Rotterdam, The Netherlands
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Frederik Wisser
is a quantitative researcher at Quoniam Asset Management GmbH in Frankfurt, Germany and a doctoral student at the Department of Finance, Accounting & Real Estate at the EBS Business School in Wiesbaden, Germany
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The Journal of Portfolio Management: 49 (2)
The Journal of Portfolio Management
Vol. 49, Issue 2
Quantitative Special Issue 2023
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Putting Credit Factor Investing into Practice
Hendrik Kaufmann, Philip Messow, Frederik Wisser
The Journal of Portfolio Management Dec 2022, 49 (2) 188-215; DOI: 10.3905/jpm.2022.1.436

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Putting Credit Factor Investing into Practice
Hendrik Kaufmann, Philip Messow, Frederik Wisser
The Journal of Portfolio Management Dec 2022, 49 (2) 188-215; DOI: 10.3905/jpm.2022.1.436
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    • DATA
    • FACTOR DEFINITIONS
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