High Yield Debt: Multi-Factor Investing & Scientific HY Investing Explained

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Presented by

Benjamin Brodsky, CFA, Chief Investment Officer, BlueCove | Martin Nybye Sørensen, Head of Corporate Bonds at Jyske Capital

About this talk

MARTIN NYBYE SØRENSEN OF JYSKE CAPITAL will discuss how credit investors significantly benefit from including a structured approach to multi-factor investing in their portfolio regardless of the market environment. We demonstrate how a combination of three main factors: Value, Momentum and Quality can provide investors with consistent risk adjusted alpha through a cycle and argue why it needs to be combined with a traditional qualitative issuer research process and a risk balanced portfolio implementation. BENJAMIN BRODSKY OF BLUECOVE will explain that scientific high-yield Investing relies on a transparent, structured investment process based on economic intuition. It takes advantage of market inefficiencies that are underexploited by most market participants as it applies its investment insights daily to securities in the global liquid high-yield universe. Scientific Investing benefits from the expanding data landscape, increasing market breadth and the growing electronification of trading. The resulting alpha is generally uncorrelated to risk markets and differentiated from existing discretionary approaches. Speakers: Benjamin Brodsky, CFA, Chief Investment Officer, BlueCove Martin Nybye Sørensen, Head of Corporate Bonds at Jyske Capital Moderator: Martin Hurst, Director of Communications, IPE
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