Research

31 August 2020

Podcast: Model Uncertainty and Risk Models

In our first episode of the Ardea IM Quantitative Research Series, Ben Alexander, Co-Chief Investment Officer at Ardea Investment Management joins Dr. Laura Ryan as they share insights into the risk model used in the Ardea IM portfolio construction process.

26 August 2020

Will Japanification Eliminate Relative Value Trading Opportunities in Rates Markets?

Record low rates are leading some market participants to question whether all bond markets are experiencing “Japanification”. Will this backdrop spell the end to relative value trading opportunities?

31 July 2020

Long term bonds – relative value and risk in a low yield world

Australia extends its yield curve to 2051. The issue received record interest from global investors and highlights the importance of yield curve shape and global relative value dynamics for investors.

30 April 2020

Inflation Linked Bonds 101

We explain the mechanics of inflation protection and how to identify relative value opportunities.

31 March 2020

Extreme volatility; where can investors take shelter?

In a market where every asset class seems to be at the mercy of volatility, investors are left wondering if there are any real safe havens anymore.

28 February 2020

The misuse and abuse of correlation

If used improperly, statistics and the graphical representation of those statistics can be misleading.

13 January 2020

Can your portfolio survive a housing crash?

Australian household wealth is overexposed to the Australian housing market. To protect your portfolio, having a more diversified asset allocation would minimise your risks.

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