Demir Bektic

Technical University of Darmstadt

Universitaets- und Landesbibliothek Darmstadt

Magdalenenstrasse 8

Darmstadt, Hesse D-64289

Germany

International University of Monaco

Le Stella

14 Rue Hubert Clerissi

Monaco, Monaco MC-98000

Monaco

  • Technical University of Darmstadt

  • International University of Monaco

SCHOLARLY PAPERS

7

DOWNLOADS

1,416

SSRN CITATIONS

7

CROSSREF CITATIONS

5

Scholarly Papers (7)

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1.

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
Number of pages: 4 Posted: 18 Jan 2016 Last Revised: 26 Oct 2020
Demir Bektic, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
Technical University of Darmstadt, Abaris Investment Management, Deka Investment GmbH, Technical University of Darmstadt and Deka Investment GmbH
Downloads 1,229 (27,464)
Citation 11

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

2.

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
Technical University of Darmstadt
Downloads 113 (385,858)

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

3.

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
Technical University of Darmstadt and Allianz SE - Allianz Global Investors Europe
Downloads 74 (505,543)

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

4.

Factor-based Investing in Government Bond Markets: The Current State of Research

Journal of Asset Management 21 (2), 94-105, 2020
Posted: 28 Dec 2020
Demir Bektic, Britta Hachenberg and Dirk Schiereck
Technical University of Darmstadt, University of Applied Sciences Cologne and Technical University of Darmstadt

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government bonds, sovereign bonds, factors, anomalies, risk premia, style investing

5.

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
Technical University of Darmstadt

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

6.

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
Technical University of Darmstadt

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

7.

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
Demir Bektic, Dr. Ulrich Neugebauer, Michael Wegener and Josef-Stefan Wenzler
Technical University of Darmstadt, Deka Investment GmbH, Deka Investment GmbH and Abaris Investment Management

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