Michael Wegener

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

1,151

SSRN CITATIONS

4

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, Abaris Investment Management, Deka Investment GmbH, Technical University of Darmstadt and Deka Investment GmbH
Downloads 1,151 (25,548)
Citation 10

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 Abaris Investment Management

Abstract:

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