BSIC | Bocconi Students Investment Club
  • Articles
    • Markets
    • Corporate Finance
  • The Team
    • Members
    • Alumni
  • About Us
  • Gallery
  • Join Us
  • Contacts
  • Subscribe
  • Collaborations

factors

Markets

Integrating and Mixing in Credit (and Equities?)

Download PDF Introduction This article expands on BSIC’s previous work on systematic credit by investigating further the use and implementation of factors in the investment-grade corporate bond market. The article starts by discussing the definition of factors used in the analysis and presents two different approaches to the construction and Read more…

By BSIC, 6 months24 November 2024 ago
Markets

The Natural Rate of Interest and Asset Class Returns

Download PDF Introduction For the last two years, the large majority of central banks have been hiking rates and conducting quantitative tightening programs to fight against the inflationary pressures witnessed in almost every country after the Covid reopening, supply chain shocks, Russia-Ukraine war, labor shortages, and other related factors. Despite Read more…

By BSIC, 2 years17 September 2023 ago
Markets

Is Research on Factor Models Reliable?

Download PDF Introduction Starting in 1992, a field of financial economics research emerged that has spewed out hundreds of so-called factors that help explain the “cross-section of expected returns”. Harvey and Liu (2019) [6] provide a taxonomy of some 400 different factors which they classify into 6 so-called “common” classes Read more…

By BSIC, 2 years23 April 2023 ago
Markets

Sparse Gaussian Graphical Models for Pairs Trading

Download PDF Introduction In this article, we discuss an equity Pairs Trading strategy using the S&P 500 index components. Pairs Trading is a statistical arbitrage strategy that involves simultaneously taking long and short positions in two financial assets, expecting their spread to converge to the mean. However, the process of Read more…

By BSIC, 2 years19 February 2023 ago
Markets Old Articles

ESG Investing: How to make your returns go green

Download as PDF Introduction We have touched upon the new trend of ESG factors shaping investors preferences in the “Green Bonds Boom” article published in the last semester. This time around we will try to analyze how environmental, social and governance responsibility may be driving equities, in order to see Read more…

By BSIC, 5 years1 March 2020 ago

[instagram-feed]

Follow Us

  • Disclaimer
  • About Us
  • Join Us
  • Contacts
  • Subscribe
  • Privacy Policy
  • Cookie Policy
Hestia | Developed by ThemeIsle