Bonds Have Style, Too: A New Approach to Capturing Fixed Income Risk Premia

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January 20, 2021

4:00 p.m. (GMT) | 11:00 a.m. (EST)

Style-factor risk premia have been well-documented (and harvested) in the equity world for decades, but they have proven a lot more elusive for bonds. In this webinar, Christoph Schon will demonstrate how a robust, issuer credit curve-based framework can be used to identify style factors – such as (low) beta, value, and momentum –all of which carry discernible premia. He will examine each factor in detail and provide an intuitive explanation behind their respective performances.

Christoph Schon, CFA, CIPM
Executive Director, Applied Research