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

… Anando Maitra is the head of systematic fixed-income research and a credit portfolio manager
at Lombard Odier Investment Managers based in London, UK. In his current role, he leads …

Equity markets are amongst the most researched areas in asset pricing literature. Data
availability and the liquid and transparent nature of equity markets have aided research in this …

We document and quantify the spillover of sovereign risk onto corporate credits throughout
the Eurozone. We characterize the dynamics of spread movement in Euro corporates and …

Over the past 25 years, as access to pensions has declined and longevity has increased,
people have needed to bear increasing responsibility for their financial well-being. Fortunately, …

… Metta is Pāli word from maître itself derived from maitra which states Monier Williams means
friendly amicable benevolent, affectionate kind good-will as well as a form of love, amity, …

… and Geeta Maitra) … Maitra instilled a love of learning and a belief that anything was possible.
Their sacrifices made this possible; their excitement makes it worthwhile. Aparajita Maitra is …

1.1 Summary statistics of expected returns, volatility and correlation of US Stocks and US
10Y-Government Bonds, 1900− 2012.......................... 5 1.2 Expected return and estimation error …

An innovative approach to post-crash credit portfolio management Credit portfolio managers
traditionally rely on fundamental research for decisions on issuer selection and sector …

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-…