Putting Credit Factor Investing into Practice

Hendrik Kaufmann; Philip Messow; Frederik Wisser

doi:10.3905/jpm.2022.1.436

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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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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