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Olivier d'Assier, Qontigo, Head of APAC Applied Research discusses inflation and growth stocks. He speaks with Yousef Gamal El-Din and Manus Cranny on "Bloomberg Daybreak: Middle East."
In this webinar, Christoph Schon will demonstrate how a robust, issuer credit curve-based framework can be used to identify style factors – such as (low) beta, value, and momentum –all of which carry discernible premia.
Style-factor risk premia have been well-documented (and harvested) in the equity world for decades but have proven far more elusive for bonds. The new Axioma Factor-based Fixed Income Model (FFIM) demonstrates that style factors not only do exist in credit, but that they also carry discernible risk premia, which, in turn, can be utilized for systematic, smart-beta investing.
For many weeks, investors and market commentators have been puzzled by the apparent “disagreement” between the stock and the bond markets over the expected shape of the economic recovery.
Much of the recent market turmoil has been driven by worries about debt. Granted, debt is not a bad thing, per se.
In times when “all correlations go to one”, some asset classes are hit harder than others. In a “normal” flight-to-quality environment, corporate bonds are likely to benefit from lower risk-free rates, which offset at least part of the higher risk premia.
In this article we exemplify how the Axioma Factor-based Fixed Income Risk Model, can be used to construct smart beta strategies in the corporate credit and bond markets.
In a world where some investors pay the government for the privilege of lending it money—and where even fixed income securities with the lowest investment-grade credit ratings yield barely more than 1% per annum—the “hunt for yield” becomes ever more challenging.
Christoph Schon offers insights on how a ceasefire between the US and China has led US stock markets soaring, but the bond market indicates a gloomier economic outcome.
Melissa Brown, Head of Applied Research, Analytics, Qontigo discusses her outlook for 2020, considering risk appetite, market focus on trade wars and recession fears.
With earnings and bond yields converging and starting to move in the same direction more and more often, many investors are beginning to wonder what the relationship between the two major asset classes will look like going forward. In this paper, we review the historical relation between share and bond prices and relate it to recent developments.
Traditional indexing doesn’t work well for fixed income. As investors turn more toward bonds, ETF firms are scrambling to develop better alternatives.
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