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Mählmann et al., 2022 - Google Patents

Investing with Style in Liquid Private Debt

Mählmann et al., 2022

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Document ID
2942260524027421938
Author
Mählmann T
Sukonnik G
Publication year
Publication venue
Financial Analysts Journal

External Links

Snippet

This paper extends the analysis of systematic investment approaches to broadly syndicated leveraged loans. We find that exposures linked to (short-term) momentum and valuation styles (and a combination thereof) are well-compensated: monthly rebalanced long-only …
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