The authors study the historical relationship between environmental, social, and governance
(ESG) ratings and corporate bond spread and performance, finding that corporate bonds …

Implementing quantitative signals in a corporate bond portfolio can be challenging owing to
high transaction costs, large variations of liquidity across individual bonds, and the …

Portfolio diversification across asset classes is a widely accepted concept in the financial
industry. Investors allocate their holdings across instruments with an imperfect correlation …

Quantitative techniques have long been used to measure and control risk in credit portfolios.
More recently, interest has grown in a systematic approach to generating alpha in credit, …

In Implementing Value and Momentum Strategies in Credit Portfolios , from the Quantitative
Special Issue 2021 of The Journal of Portfolio Management, authors Simon Polbennikov, …

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-…

A unique perspective on the implications of incorporating ESG considerations in systematic
investing In Integrating ESG in Systematic Investing, a team of authors from Barclays’ top-…

Le rapport sur l'état des Forêts 2010 a bénéficié d'un support financier majeur de lUnion
européenne, des États-Unis, de l'Allemagne, de la France, et de l'UNESCO. Il a profité de la …

Accurate land cover change estimates are among the headline indicators set by the
Convention on Biological Diversity to evaluate the progress toward its 2010 target concerning …

This paper presents a map of Africa's rainforests for 2005. Derived from moderate resolution
imaging spectroradiometer data at a spatial resolution of 250 m and with an overall …