We're using cookies, but you can turn them off in your browser settings. Otherwise, you are agreeing to our use of cookies. Learn more in our Privacy Policy

Bridge over ocean
20 October 2020 Multimedia

Factor Investing in Bond Markets

The presenter was experiencing connectivity issues, we are sorry for the occasional sound issues in the recording.

  1. Riccardo Rebonato
  2. Matias Mottola

EDHEC-Risk Institute’s Riccardo Rebonato will explain why the timing of factor exposures is far more promising in fixed income than in equities.

Despite the popularity of factor investing in equities, there is little research on risk premia in fixed income. EDHEC-Risk Institute’s Riccardo Rebonato is working to change that, and he will discuss his findings in this interactive webinar. Attendees will learn why the predictable movements of bond prices make factor exposure timing far more promising in fixed income.