Lue Xiong specializes in fixed-income and multi-asset-class factor research, focusing on risk modeling and factor research for fixed-income assets. He previously worked on strategic research at ICBC-AXA Life. Lue holds a master’s degree in financial engineering from the University of California, Berkeley, as well as a master’s in risk and stochastics from the London School of Economics and Political Science.
Research and Insights
Articles by Lue Xiong
What Drove Private-Credit Funds’ Outperformance?3 mins read Blog | Nov 9, 2022 |
When selecting private-credit funds, investors can often only consider broad strategies, due to the general opacity of the asset class. We draw on loan-level data and proprietary analytics to produce a more detailed picture of the direct-lending market.
A Factor-Based Approach to Munis in Turbulent Times5 mins read Blog | May 11, 2022 |
Tracking municipal-bond benchmarks can mean evaluating hundreds of thousands of securities along many dimensions, such as credit ratings. We evaluate an alternative, factor-model-based approach.