Factor Investing in Bond Markets
Despite the popularity of factor investing in equities, there is little research on risk premia in fixed income.
Riccardo Rebonato, Professor of Finance at EDHEC Business School and EDHEC-Risk expert on Factor Investing Fixed Income, has been working to change that, and he discusses his findings in this webinar.
During this webinar hosted by the CFA Institute, Professor Rebonato discusses Factor Investing in Bond Markets and explains why the timing of factor exposures is far more promising in fixed income than in equities.
About EDHEC
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.
