2 weeks Ago
_ultraforma_ Summary Author's Note This simulation has been done jointly with a U.S. Treasury yield simulation in a way that reflects the correlation among the 12 factors driving yields in each country.
For more on the companion U.S. Treasury simulation, please contact the author.
Both For a daily ranking of the best risk-adjusted value of corporate bonds traded in the U.S. market, please check out a free trial of The Corporate Bond Investor.
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van Deventer has been in the risk management business since completing his Ph.D. in Business Economics at Harvard University in 1977.
He founded the Kamakura Corporation in 1990 after 13 years with two of the 10 largest banks in the US and a stint as investment banker in Tokyo. He joined SAS Institute Inc. as co-head, of the Center for Applied Quantitative Finance in 2022 when SAS acquired Kamakura Corporation.
At the time Kamakura was acquired by SAS, Kamakura's institutional clients had total assets or assets under management of 48 trillion dollars. He leads the investing group Corporate Bond Investor to bring Kamakura's state-of-the-art risk analytics to individual investors. The analytical processes underlying the Corporate Bond Investor are identical to those provided to institutional investors by SAS Institute Inc.
He also provides a daily ranking of corporate bonds by best risk-adjusted return. His investing group is currently the only one on Seeking Alpha to focus exclusively on corporate bonds. Analyst’s Disclosure: I/we have no stock, option or similar derivative position in any of the companies mentioned, and no plans to initiate any such positions within the next 72 hours.
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