February 11, 2021
4:00 p.m. (GMT) | 11:00 a.m. (ET)
The extraordinary market movements of 2020 had a considerable impact on the correlations between major asset classes. Some long-established interactions decoupled or even (temporarily) reversed, while others remained remarkably stable and sometimes intensified as the crisis unfolded. In this webinar, Christoph Schon took a closer look at these relationships and examine how they affected the risk of a global multi-asset class portfolio. He also explored potential implications for hedging and diversification strategies in the year ahead.
Christoph Schon, CFA, CIPM
Executive Director, Applied Research