Timo Spielmann

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

IQ-KAP

Frankfurt am Main

Germany

SCHOLARLY PAPERS

2

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1,304

SSRN CITATIONS

8

CROSSREF CITATIONS

5

Scholarly Papers (2)

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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 (27,419)
Citation 11

Abstract:

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

2.

Equity Momentum: The Global Engine of Credit Rating Migration and Performance

Number of pages: 39 Posted: 07 Jan 2020
Timo Spielmann and Josef-Stefan Wenzler
Deka Investment GmbH and Abaris Investment Management
Downloads 75 (501,099)
Citation 1

Abstract:

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corporate bonds, risk premia, factors, equity momentum spillover, target rating