Timo Spielmann

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

IQ-KAP

Frankfurt am Main

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

1,204

SSRN CITATIONS

5

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 1,152 (25,571)
Citation 10

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 52 (505,493)
Citation 1

Abstract:

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