Praise for SYSTEMATIC INVESTING in CREDIT "Lev and QPS continue to
shed light on the most important questions facing credit investors.
This book focuses on their latest cutting-edge research into the
appropriate role of credit as an asset class, the dynamics of
credit benchmarks, and potential ways to benefit from equity
information to construct effective credit portfolios. It is
must-read material for all serious credit investors." -Richard
Donick, President and Chief Risk Officer, DCI, LLC, USA "Lev Dynkin
and his team continue to spoil us; this book is yet another example
of intuitive, insightful, and pertinent research, which builds on
the team's previous research. As such, the relationship with this
team is one of the best lifetime learning experiences I have had."
-Eduard van Gelderen, Chief Investment Officer, Public Sector
Pension Investment Board, Canada "The rise of a systematic approach
in credit is a logical extension of the market's evolution and long
overdue. Barclays QPS team does a great job of presenting its
latest research in a practical manner." -David Horowitz, Chief
Executive Officer and Chief Investment Officer, Agilon Capital, USA
"Systematization reduces human biases and wasteful reinventing of
past solutions. It improves the chances of investing success. This
book, by a team of experts, shows you the way. You will gain
insights into the advanced methodologies of combining fundamental
and market data. I recommend this book for all credit investors."
-Lim Chow Kiat, Chief Executive Officer, GIC Asset Management,
Singapore "For nearly two decades, QPS conducted extensive and
sound research to help investors meet industry challenges. The
proprietary research in this volume gives a global overview of
cutting-edge developments in alpha generation for credit investors,
from signal extraction and ESG considerations to portfolio
implementation. The book blazes a trail for enhanced risk adjusted
returns by exploring the cross-asset relation between stocks and
bonds and adding relevant information for credit portfolio
construction. Our core belief at Ostrum AM, is that a robust
quantamental approach, yields superior investment outcomes. Indeed,
this book is a valuable read for the savvy investor." -Ibrahima
Kobar, CFA, Global Chief Investment Officer, Ostrum AM, France
"This book offers a highly engaging account of the current work by
the Barclays QPS Group. It is a fascinating mix of original ideas,
rigorous analytical techniques, and fundamental insights informed
by a long history of frontline work in this area. This is a
must-read from the long-time leaders in the field." -Professor
Leonid Kogan, Nippon Telephone and Telegraph Professor of
Management and Finance, MIT "This book provides corporate bond
portfolio managers with an abundance of relevant, comprehensive,
data-driven research for the implementation of superior investment
performance strategies." -Professor Stanley J. Kon, Editor, Journal
of Fixed income "This book is a treasure trove for both pension
investors and trustees seeking to improve performance through
credit. It provides a wealth of empirical evidence to guide
long-term allocation to credit, optimize portfolio construction and
harvest returns from systematic credit factors. By extending their
research to ESG ratings, the authors also provide timely insights
in the expanding field of sustainable finance." -Eloy Lindeijer,
former Chief of Investment Management, PGGM, Netherlands "Over more
than a decade, Lev Dynkin and his QPS team has provided me and APG
with numerous innovative insights in credit markets. Their work
gave us valuable quantitative substantiation of some of our
investment beliefs. This book covers new and under-researched areas
of our markets, like ESG and factor investing, next to the rigorous
and practical work akin to the earlier work of the group. I'd say
read this book-and learn from one of the best." -Herman Slooijer,
Managing Director, Head of Fixed Income, APG Asset Management,
Netherlands
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