Dan diBartolomeo discusses how bond managers can come out of the “silo” and leverage information implicit in the equity markets to gain an edge in managing bond portfolios. The “market implicit expected life of firms” concept, derived from contingent claims models, can be applied to sovereign as well as corporate credits on a global basis for this purpose.
This episode of the Take 15 Series was originally released on 15 February 2012.
Are you viewing this post on a mobile device? Download the CFA Institute app from iTunes or Android Market to watch this and other videos.
The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.