Diogo Palhares

affiliation not provided to SSRN

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 4,517

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Top 4,517

in Total Papers Downloads

12,447

SSRN CITATIONS
Rank 24,758

SSRN RANKINGS

Top 24,758

in Total Papers Citations

24

CROSSREF CITATIONS

14

Scholarly Papers (6)

1.

Common factors in corporate bond returns

Forthcoming in the Journal of Investment Management
Number of pages: 51 Posted: 13 Mar 2015 Last Revised: 31 Aug 2017
Ronen Israel, Diogo Palhares and Scott A. Richardson
AQR Capital Management, LLC, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 4,962 (2,406)
Citation 19

Abstract:

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corporate bonds, mispricing

2.

Modeling Corporate Bond Returns

Number of pages: 66 Posted: 14 Dec 2020 Last Revised: 27 Aug 2021
Bryan T. Kelly, Diogo Palhares and Seth Pruitt
Yale SOM, affiliation not provided to SSRN and Arizona State University (ASU) - Finance Department
Downloads 2,371 (8,334)
Citation 1

Abstract:

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corporate bond, factor model, bond portfolio, credit risk, IPCA

3.

Credit-Implied Volatility

Number of pages: 47 Posted: 11 Mar 2015 Last Revised: 05 Jun 2019
Bryan T. Kelly, Gerardo Manzo and Diogo Palhares
Yale SOM, Kepos Capital and affiliation not provided to SSRN
Downloads 1,765 (13,411)
Citation 10

Abstract:

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CDS, credit risk, implied volatility

4.

(Il)liquidity Premium in Credit Markets: A Myth?

Journal of Fixed Income, Forthcoming
Number of pages: 45 Posted: 06 Mar 2018 Last Revised: 30 Aug 2018
Diogo Palhares and Scott A. Richardson
affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 1,242 (22,933)
Citation 3

Abstract:

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corporate bonds, liquidity, risk premium

5.

Style Investing in Fixed Income

Journal of Portfolio Management, Forthcoming
Number of pages: 36 Posted: 06 Mar 2018
Jordan Brooks, Diogo Palhares and Scott A. Richardson
AQR Capital Management, LLC, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 1,164 (25,211)
Citation 3

Abstract:

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fixed income, style investing, government bonds, corporate bonds

6.

Looking under the Hood of Active Credit Managers

Financial Analysts Journal, 2020, 76( 2): 82–102
Number of pages: 41 Posted: 21 Jun 2019 Last Revised: 30 Apr 2020
Diogo Palhares and Scott A. Richardson
affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 943 (34,064)
Citation 1

Abstract:

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corporate bonds, fixed income mutual funds, fixed income hedge funds