Michael Wegener

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

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

2.

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