bonds
Regret risk is a quantifiable phenomenon. The answer for some clients may be equally weighted portfolios.
Profitability and sustainability are not mutually exclusive in active credit strategies.
Mark J. Higgins, CFA, CFP's epic book offers invaluable context for forecasting the direction of the economy and the market.
As the Fed nears its terminal rate, bonds may reassume their traditional role as a portfolio “diversifier.”
Does the bond market view companies with better ESG ratings as better credit risks?
Equity portfolios constructed using bond momentum signals may outperform their traditional equity price momentum counterparts.
Now may be a great time to stockpile excess capital to tactically deploy in the coming months if the opportunity set improves.
The predictive power of the yield curve is a widely accepted causal narrative. But the history shows that the causal correlation between long and short rates is actually quite weak.
The current environment may be the best that credit investors have seen in at least a generation.
As Warren Buffett said, “You only find out who is swimming naked when the tide goes out.” Well, the tide is going out and as businesses refinance at higher rates, default rates and distressed exchanges are likely to increase.