A bond-picking model for corporate bond allocation

M L'Hoir, M Boulhabel - The Journal of Portfolio Management, 2010 - jpm.pm-research.com
An active investment process in corporate bonds requires an approach that explicitly takes
into account the diversification benefits that can be derived from a combination of alpha …

The impact of news flow on asset returns: an empirical study

A Moniz, G Brar, C Davies… - The Handbook of News …, 2011 - Wiley Online Library
Earnings momentum strategies that the majority of systematic equity investors employ
typically do not identify the piece of information that initially triggers the change in analyst …