The Corporate Bond Factor Replication Crisis

By Alexander Dickerson, Cesare Robotti, Giulio Rossetti

Published 2026-04-09

Everscope rating

1572.1

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Bias-Corrected Factor Construction with Signal-Return Gap Procedures. Problem types: Portfolio Optimization, Risk Management, Factor Investing, Replication and Validation.

arXiv:2604.07880 · Code · Paper rankings

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