Systematic Investing in Credit
Dor, Arik Ben / Desclee, Albert / Dynkin, Lev / Hyman, Jay / Polbennikov, Simon![Systematic Investing in Credit](https://support.digitalhusky.com/media/annotations/sorted/341/34101468/CHSBZCOP0334101468.jpg)
The Latest Insights on Systematic Strategies for Investing in Credit
Systematic Investing in Credit is the latest book of cutting-edge research in credit markets written by the Quantitative Portfolio Strategy (QPS) Group at Barclays Research.
The book starts with empirical evidence that credit, as an asset class, has consistently outperformed a risk-matched combination of equities and Treasuries. A detailed analysis explains the sources of t...