113 citations · 113 across the 2 of their papers we have counts for
2 papers
q-fin.PR2026★ 113 cited
Priced risk in corporate bonds
Alexander Dickerson, Philippe Mueller, Cesare Robotti
Recent studies document strong empirical support for multifactor models that aim to explain the cross-sectional variation in corporate bond expected excess returns. We revisit thes…
q-fin.PR2026
The Co-Pricing Factor Zoo
Alexander Dickerson, Christian Julliard, Philippe Mueller
We analyze 18 quadrillion models for the joint pricing of corporate bond and stock returns. Strikingly, we find that equity and nontradable factors alone suffice to explain corpora…