Most recent articles by Christoph Schon, CFA, CIPM
An inflation specter calls
Christoph Schon takes a global look back at how market movement, political shifts and central bank policy affected multi-asset class market risk during the month of February.
High noon in Europe as key votes loom
Sunday, March 4, will be an “interesting” day for European politics, with two votes that could be crucial for the future of the European Union. Both have the potential for a negative surprise—as markets appear to be complacent about the results of either—which could ultimately be bad news for the euro.
The Diversification Squeeze
Diversification from risk factor correlations in Axioma’s global multi-asset class model portfolio is at its lowest level since the portfolio’s inception in November 2016.
It’s the inflation, stupid! Um, isn’t it?
For most of 2017, we observed a negative relationship between stock and bond price returns. This resulted in a healthy diversification benefit in our global multi-asset class model portfolio.
2018: a repeat performance?
2017 provided ample fodder for Axioma’s weekly commentary and quarterly Insight webinars. Looking ahead, 2018 promises a similarly bountiful harvest.