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Factor Investing in Credits: Research, Implementation & Clients

In this joint Kirstein and Robeco study, we examine the current status of fixed income factor investing in the Nordics – how it is perceived, to what extent and how it is implemented – and look at some investor concerns. The second part of the paper looks at the compelling evidence for factor investing in credits based on various research studies.

It also examines some of the challenges related to its implementation and addresses some of the concerns, such as crowding and lower liquidity. Finally, we zoom in on how factor strategies can be customized to fulfill specific requirements, using client cases to illustrate this.