Rotterdam, 3011 AG
Netherlands
Robeco Asset Management
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
corporate bonds, factor premiums, strategic asset allocation, size, low-risk, value, momentum
credit risk, corporate bonds
credit default swaps, credit derivatives, credit risk, default risk, risk-neutral valuation, default-free interest rates
liquidity, premiums, spreads, credit, corporate bonds, yields, fama-french model
corporate bond, momentum, time-varying risk, residual return
Corporate bonds, machine learning, mispricing, value investing
factor investing, corporate bonds, emerging markets
corporate bonds, credit spreads, excess returns, predictability, market timing
ETFs, passive investing, index tracking, fixed income, Treasury bonds, corporate bonds, performance evaluation
credit default swaps, credit risk, default risk, market prices, credit derivatives, default-free interest rates, empirical models
step-up bonds, rating-triggered, credit risk, reduced form models, Jarrow Lando Turnbull
low-risk effect, systematic risk, corporate bonds, market efficiency, asset pricing
Ibbotson, default premium, corporate bonds, long-term data series