February 17, 2021
4:00 p.m. (GMT) | 11:00 a.m. (ET)
Sector-allocation decisions form an integral part of many equity and fixed income investment processes, but their significance is very different in both asset classes. While the divergences in regional stock-market returns in 2020 were largely due to the different sector makeups of the respective benchmark indices, the corresponding credit-market performances were much more consistent across the globe.
In this webinar, Christoph Schon will use Axioma’s new Factor-based Fixed Income Risk Model to demonstrate that while sectors do play a role in credit investment management, they do so to a much lesser extent than one might expect.
Christoph Schon, CFA, CIPM
Executive Director, Applied Research