User profiles for D. Bektić
Demir BekticTechnical University of Darmstadt & International University of Monaco Verified email at monaco.edu Cited by 114 |
[PDF][PDF] Extending Fama-French factors to corporate bond markets
D Bektić, JS Wenzler, M Wegener… - The Journal of …, 2019 - wp.lancs.ac.uk
The explanatory power of size, value, profitability and investment has been extensively
studied for equity markets. Yet, the relevance of these factors in global credit markets is less …
studied for equity markets. Yet, the relevance of these factors in global credit markets is less …
Exploiting uncertainty with market timing in corporate bond markets
D Bektić, T Regele - Journal of Asset Management, 2018 - Springer
The purpose of this article is to show the usefulness of technical analysis in credit markets.
We document that an application of a simple moving average timing strategy to US high-yield …
We document that an application of a simple moving average timing strategy to US high-yield …
[HTML][HTML] Factor-based investing in government bond markets: A survey of the current state of research
Factor investing has become very popular during the last decades, especially with respect
to equity markets. After extending Fama–French factors to corporate bond markets, recent …
to equity markets. After extending Fama–French factors to corporate bond markets, recent …
Residual equity momentum spillover in global corporate bond markets
D Bektić - The Journal of Fixed Income, 2019 - search.proquest.com
This article presents an improved equity momentum measure for corporate bonds, using the
euro-denominated global investment-grade corporate bond market from 2000 to 2016. The …
euro-denominated global investment-grade corporate bond market from 2000 to 2016. The …
The low beta anomaly: A corporate bond investor's perspective
D Bektić - Review of Financial Economics, 2018 - Wiley Online Library
The low beta anomaly is well documented for equity markets. However, the existence of such
a factor in corporate bond markets is less explored. I find that European corporate bonds of …
a factor in corporate bond markets is less explored. I find that European corporate bonds of …
European arbitrage CLOs and risk retention
D Bektić, B Hachenberg - The European Journal of Finance, 2021 - Taylor & Francis
In this article, we empirically analyze European Collateralized Loan Obligations (CLOs) in
the aftermath of the financial crisis. As Regulation introduced the so-called risk retention rule, …
the aftermath of the financial crisis. As Regulation introduced the so-called risk retention rule, …
Common Equity Factors in Corporate Bond Markets
D Bektic, U Neugebauer, M Wegener, JS Wenzler - Factor Investing, 2017 - Elsevier
Over the past 40 years finance theories have evolved from simple single-factor models to
more complex multifactor models. Initially, the Capital Asset Pricing Model (CAPM) postulated …
more complex multifactor models. Initially, the Capital Asset Pricing Model (CAPM) postulated …
ESG Factors in Corporate Bond Returns: Perspectives for Academic Research and Investors
D Bektic - Journal of Environmental Law and Policy, 2017 - papers.ssrn.com
In this article, I analyze the latest research on environmental, social, and governance (ESG)
factors and corresponding corporate bond returns. Since the development of sustainable …
factors and corresponding corporate bond returns. Since the development of sustainable …
Spillovers in Global Corporate Bond Markets International Evidence
E Salachas, D Bektic, A Drakos - Anastasios, Spillovers in Global … - papers.ssrn.com
We examine the impact of US monetary policy shocks and economic uncertainty shocks on
the spillovers among corporate bond returns in the EMU, US and Emerging markets (EME) …
the spillovers among corporate bond returns in the EMU, US and Emerging markets (EME) …
[HTML][HTML] Distinct ERG rearrangement prevalence in prostate cancer: higher frequency in young age and in low PSA prostate cancer
…, A Romanel, E Steiner, W Horninger, J Bektic… - Prostate cancer and …, 2013 - nature.com
… No association was found with the D’Amico progression risk score and with biochemical …
2012 and ERG positivity was correlated to PSA, D’Amico progression risk groups, clinical and …
2012 and ERG positivity was correlated to PSA, D’Amico progression risk groups, clinical and …