Timo Spielmann

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

IQ-KAP

Frankfurt am Main

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

30

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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 30 (504,523)
Citation 1

Abstract:

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

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, Abaris Investment Management, 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