In this episode of the Ardea IM Alternative, Tamar Hamlyn and Alex Stanley talk to Dr Laura Ryan about her research paper titled “Bonds don’t need to be negatively correlated with equities”
In this Netwealth Podcast, Dr Laura Ryan discusses whether duration strategies can still provide diversification in portfolios in the current ultra-low interest rate environment.
Ardea IM uses statistical modelling in order to discuss whether government bonds still diversify equity risk.
The perception and the reality of portfolio diversification can turn out very different in adverse market environments.
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.
For several decades now, the correlation between asset prices has generally been increasing.
If used improperly, statistics and the graphical representation of those statistics can be misleading.
How is it that traditional safe haven assets like gold, government bonds and the Japanese yen are all performing strongly this year, just as risky assets like equities, credit and emerging markets are also doing very well?
In this article, we will discuss five key risks to fixed income markets for FY20 and explain their relevance to those allocating to fixed income investments.
And it’s what’s driving the disconnect between bond and equity performance in 2019.
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