Philip Messow

Quoniam Asset Management GmbH

Frankfurt

Germany

http://www.quoniam.com

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Factor Investing in Credit

Posted: 23 Jan 2020 Last Revised: 29 May 2020
Quoniam Asset Management GmbH, Quoniam Asset Management GmbH, Quoniam Asset Management GmbH and Quoniam Asset Management GmbH

Abstract:

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factor investing, corporate bonds, factor premiums, size, quality, momentum, value, carry

2.

Equity Momentum in European Credits

Posted: 22 Aug 2019 Last Revised: 29 May 2020
Hendrik Kaufmann and Philip Messow
Quoniam Asset Management GmbH and Quoniam Asset Management GmbH

Abstract:

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corporate bond, spillover, momentum, equity momentum