Factor Investing in Bond Markets
Professional Investing Series
20 Oct 2020, 1:00 pm - 1:45 pm BSTRegister
EDHEC-Risk Institute’s Riccardo Rebonato will explain why the timing of factor exposures is far more promising in fixed income than in equities.
Hosted by CFA Institute
Despite the popularity of factor investing in equities, there is little research on risk premia in fixed income. EDHEC-Risk Institute’s Riccardo Rebonato is working to change that, and he will discuss his findings in this interactive webinar. Attendees will learn why the predictable movements of bond prices make factor exposure timing far more promising in fixed income.
CFA Institute members can claim PL credit by providing their CFA Institute ID number when registering.
About the Speaker(s)
Riccardo Rebonato is professor of finance at EDHEC Business School and holds the PIMCO Research Chair for the EDHEC Risk Institute. Previously, he held academic positions at Imperial College London and Oxford University. In addition, Professor Rebonato served as global head of fixed income and FX analytics at PIMCO and head of research, risk management, and derivatives trading at several major international banks. He has served on the board of directors for ISDA and GARP and is on the board of the Nine Dots Prize. Professor Rebonato is the author of several books and articles on finance and risk management, including Bond Pricing and Yield Curve Modeling: A Structural Approach.
Matias Möttölä, CFA, is an associate director of multi-asset and alternatives strategies in the cross-border EMEA manager research team for Morningstar Inc., based in London. He has experience covering funds from several asset classes and previously served as the country site editor for Morningstar in Finland. Mr. Möttölä has written multiple white papers on such topics as active share in European equity funds, investor returns, fixed-income fund performance, income investing, and alternative funds and is actively engaged in Morningstar’s thought leadership work. Previously, he worked as a business journalist and author in Finland, his native country, where his work was published in several major Finnish print publications. Mr. Möttölä has served as a board member and as president of CFA Society Finland. He earned a master’s degree in international relations from the University of Tampere.