How do portfolios with asset allocations of 100% equity, 100% bond, 60/40, and 80/20 in the US, UK, Italian, Swiss, and global markets perform over time?
Is there a Fed put influencing US corporate credit markets?
There is reason to be cautious about the nascent yen rally.
If Treasuries no longer fulfill their traditional role, what other strategies or asset classes can enhance diversification and deliver consistent returns?
The rapid expansion of ESG indexes continues to gain momentum and diversify across asset classes.
Have the Fed's and ECB's purchases of corporate bonds permanently altered the pricing of corporate credit risk?
When have fixed-income assets actually done what portfolio managers and investors expect them to do?
"Has the hedge property overtaken the investment property of fixed-income assets?"
What do we do in an environment where fundamentals begin to take a backseat to public policy?
Tracy V. Maitland, F. Barry Nelson, CFA, and Daniel G. Partlow's book "presents quantitatively sophisticated valuation methods and trading strategies, invoking terms of art that will be new even to many seasoned practitioners."
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