Christoph Schon, CFA, CIPM - Executive Director of Applied Research

Christoph Schon is the Executive Director, Applied Research for EMEA at Axioma, where he generates insights into recent risk trends with a particular focus on fixed income and multi-asset class analysis. Christoph has been in the portfolio risk and performance analysis space for more than 10 years, having previously worked for Lehman Brothers/Barclays POINT and UBS Delta. 

Most recent articles by Christoph Schon, CFA, CIPM

The Correlation Jumble

In our recent whitepaper, The Correlation See-Saw, we examined the dramatic shifts in multi-asset class relationships that characterized the first five months of 2018. 

Posted 06.07.18 Christoph Schon, CFA, CIPM

How a looming trade war is reversing multi-asset correlations

The first quarter of 2018 was characterized by the dramatic return of share price volatility. 

Posted 04.26.18 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. 

Posted 03.05.18 Christoph Schon, CFA, CIPM

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.

Posted 02.26.18 Christoph Schon, CFA, CIPM

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.

Posted 02.21.18 Christoph Schon, CFA, CIPM