Demir Bektic

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

Darmstadt University of Technology

Universitaets- und Landesbibliothek Darmstadt

Magdalenenstrasse 8

Darmstadt, Hesse D-64289

Germany

IQ-KAP

Frankfurt am Main

Germany

International University of Monaco

2 Av Prince Hereditaire Albert

Stade Louis II/B

Monaco, Monaco MC-98000

United States

SCHOLARLY PAPERS

7

DOWNLOADS

59

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

The Low Beta Anomaly: A Corporate Bond Investor's Perspective

Review of Financial Economics 36 (4), 300-306, 2018
Number of pages: 1 Posted: 02 May 2017 Last Revised: 19 Oct 2018
Demir Bektic
Deka Investment GmbH
Downloads 31 (473,037)

Abstract:

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corporate bonds, risk premium, factor investing, low beta, anomalies

2.

Exploiting Uncertainty with Market Timing in Corporate Bond Markets

Journal of Asset Management 19 (2), 79-92, 2018
Number of pages: 1 Posted: 24 Jul 2017 Last Revised: 22 Aug 2018
Demir Bektic and Tobias Regele
Deka Investment GmbH and Allianz SE - Allianz Global Investors Europe
Downloads 28 (488,209)

Abstract:

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Market efficiency, market timing, predictability, behavioral finance, technical analysis

3.

Residual Equity Momentum Spillover in Global Corporate Bond Markets

Journal of Fixed Income 28 (3), 46-54, 2019
Posted: 30 Aug 2018 Last Revised: 10 Jan 2019
Demir Bektic
Deka Investment GmbH

Abstract:

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residual equity momentum, spillover, corporate bonds, anomalies, factor investing, risk premium

4.

ESG Factors in Corporate Bond Returns: Perspectives for Academic Research and Investors

Journal of Environmental Law and Policy 40 (4), 293-298
Posted: 06 Nov 2017 Last Revised: 23 Feb 2018
Demir Bektic
Deka Investment GmbH

Abstract:

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ESG Factors, Socially Responsible Investing, Corporate Bonds, Sustainable Finance

5.

Common Equity Factors in Corporate Bond Markets

Common Equity Factors in Corporate Bond Markets, in Jurczenko, E. (Ed.), Factor Investing, ISTE Press – Elsevier, 2017.
Posted: 03 May 2017 Last Revised: 12 Sep 2017
Deka Investment GmbH, Deka Investment GmbH, Deka Investment GmbH and Deka Investment GmbH

Abstract:

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corporate bonds, factor investing, risk premium, size, value, momentum, beta

6.

Systematic or Idiosyncratic? Spillover Effects in Corporate Bond Markets and Portfolio Implications

15th INFINITI Conference on International Finance
Posted: 27 Apr 2017 Last Revised: 10 May 2019
Evangelos Salachas and Demir Bektic
Athens University of Economics and Business and Deka Investment GmbH

Abstract:

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Contagion, Panel VAR, Spillover indices, Financial stability, Systematic risk, Idiosyncratic risk, Corporate bonds

7.

Extending Fama-French Factors to Corporate Bond Markets

Journal of Portfolio Management, 45 (3), 141-158, 2019, https://jpm.pm-research.com/content/45/3/141
Posted: 18 Jan 2016 Last Revised: 04 Oct 2019
Deka Investment GmbH, Deka Investment GmbH, Deka Investment GmbH, Darmstadt University of Technology and Deka Investment GmbH

Abstract:

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corporate bonds, risk premia, factors, size, value, profitability, investment