Factor investing in fixed-income requires to identify the specific risk factors inherent to this market, selecting bonds exposed to the desired factors, and applying an efficient weighting scheme.
“BUZZ AROUND FACTOR INVESTING IN FIXED INCOME IS GROWING” – FINANCIAL TIMES (23/09/2019)
“SMART BETA BOND ETFS MAY BE BEGINNING TO ATTRACT ATTENTION” – ETF TRENDS (23/09/2019)
“THE DISCOVERY OF FACTORS IN FIXED INCOME” – ENTERPRISING INVESTOR - CFA INSTITUTE (19/07/2019)
“AMUNDI/EDHEC STUDIES EXPLORE FIXED INCOME SMART BETA ” – ETF STRATEGY (03/07/2019)
“EDHEC-RISK INSTITUTE SAYS DURATION-TIMING STRATEGIES CAN WORK” – TRADERS MAGAZINE (24/05/2019)
“EDHEC-RISK INSTITUTE LAUNCHES FACTOR INVESTING IN BOND MARKETS RESEARCH PROGRAMME” – ETF STREAM (21/05/2019)
“FACTOR INVESTING IN BONDS SHOULD FOCUS ON TWO ADDITIONAL FACTORS” – MONEY MANAGEMENT (17/05/2019)
“ETF INVESTORS BEMOAN LACK OF RESEARCH FOR FIXED INCOME SMART-BETA STRATEGIES” – INVESTMENT WEEK (22/10/2018)
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
Marking the priority assigned by the School to sustainability issues and building on its research programmes exploring the relationships between climate change and finance, EDHEC-Risk Institute became EDHEC-Risk Climate Impact Institute in October 2022. The Institute's mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies. The Institute’s research programmes explore the relationships between climate change and finance and our key ambition is to become a leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as mitigation and adaptation efforts.