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High-Yield Credit: The Case for Systematic and Discretionary Management

Aug 4th, 2019 | Filed under: Hedge Fund Strategies, Newly Added, The A.I. Industry, Hedge Funds, Relative Value Hedge Funds

A new look “under the hood” at active credit managers comes from a paper written by two executives at AQR Capital Management. Diogo Palhares and Scott A. Richardson find that long/short fixed-income managers have a high exposure to the credit risk premium. But high-yield-focused long-only managers provide less exposure toRead More