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BlackRock’s Rosenberg on Systematic Multi-Strat: Credit Crunch

FICC Focus

CHAPTER

Navigating Credit Insights in Systematic Investing

This chapter explores the evolution of systematic credit investing from the mid-90s, emphasizing the innovative strategies that leverage credit insights for long-short equity portfolios. It discusses the importance of adapting investment approaches during market downturns and the balance between automated models and human oversight. Historical crises are used as case studies to illustrate how defensive alpha strategies can enhance portfolio performance in volatile environments.

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