Quarterly insight from our fixed income teams to help clients navigate the markets and opportunities ahead.
Aneet Chachra, Portfolio Manager on the Alternatives team, asks whether fund flows affect equity prices.
The Equity Market Stress Monitor may be used to gain insight to market risk regimes, contextualize beta risk management and complement investors’ conventional risk metrics.
Credit managers Tom Ross, Thomas Hanson and Seth Meyer contrast the current backdrop for high yield with previous tightening cycles, indicating that dispersion can be the friend of the active investor.
Ben Lofthouse and Bethany Payne respond to the rejection of the May’s Brexit deal and the uncertainty that surrounds the UK’s future relationship with the EU.
Each month, the Adaptive Multi-Asset Solutions Team provides an asset class outlook using option market prices to infer expected tail gains and tail losses.
In the first of two videos, George Maris, Co-Head of Equities – Americas, discusses fundamental reasons for the return of market volatility.
Tim Gibson shares why he is keeping a close eye on U.S. interest rates and notes that disruption is unearthing opportunities for property equities investors.
Research analysts Josh Cummings, Tom DeLong and Joe Furmanski discuss the disruption of traditional video distributors driven by the increase in Internet-delivered streaming.
In an environment negative on the viability of defensive fixed income, we make the case for intermediate-term traditional bonds as a portion of a diversified portfolio.
Read why, in light of secular headwinds, investors should consider incorporating an absolute return mindset into bond strategies.
Portfolio Managers Brian Demain and Cody Wheaton discuss why the consumer staples sector has lost many of the defensive characteristics it once possessed.
What is the path forward for diversified fixed income portfolios? Our Portfolio Construction and Strategy team discusses how the simplest solution for navigating the asset class may be rooted in a goals-based approach.