Greg Obenshain - Quantitative Credit (S4E12)
Flirting with Models
00:00
How to Make Money and Credit Quantitatively
There's a widely held belief that you should only allocate to creditor or perhaps maybe high yield in particular when those credit spreads are really wide. The truth is that it doesn't work like that, he says. "If you go and chase yield, you'll also go chase losses" He adds: "We work as an almost unfalling out of bed ... You're getting paid for the risk you take"
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