Michael Wegener

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

SCHOLARLY PAPERS

2

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1,344

SSRN CITATIONS
Rank 49,251

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Top 49,251

in Total Papers Citations

12

CROSSREF CITATIONS

5

Scholarly Papers (2)

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
Technical University of Darmstadt, Qube Capital Solutions, LLC, Deka Investment GmbH, Technical University of Darmstadt and Deka Investment GmbH
Downloads 1,344 (28,118)
Citation 20

Abstract:

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

2.

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
Technical University of Darmstadt, Deka Investment GmbH, Deka Investment GmbH and Qube Capital Solutions, LLC

Abstract:

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