Guy V. Xhonneux·May 28Investors may be asking for extra compensation to hold long-term US government debtFor decades, U.S. Treasury bonds were considered the safest asset in the world. Investors assumed that lending to the U.S. government over…
Quantpedia·Jul 2, 2024How to Construct a Long-Only Multifactor Credit Portfolio?There exist two most common techniques for constructing multifactor portfolios. The mixing approach creates single-factor portfolios and…
Quantpedia·May 14, 2024Corporate Bond Factors: Replication Failures and a New FrameworkThe replication crisis in social sciences (and, of course, finance) is an often covered topic (see also our articles How do Investment…
John Shelburne·Aug 21, 2021Trust me….I will find the other side of that order!Note this is part of the migration of posts from the SoggyBlog to Medium. The SoggyBlog will no longer be active as of the end of…
John Shelburne·Aug 21, 2021McVey Threw a Vicious 1–2 about Volumes and Fee Models at the 2019 GS Financial Services Conference.Note this is part of the migration of posts from the SoggyBlog to Medium. The SoggyBlog will no longer be active as of the end of…
