Applied Research

How the coronavirus killed portfolio diversification

The extraordinary market movements over the past few weeks have thrown long-established cross-asset class correlations into disarray.

Posted 03.24.20 Christoph Schon, CFA, CIPM

As COVID Cases Soar, So Do Investor Fears — and the Parallels Are Striking

There is no denying the psychological impact that the word “pandemic” can have on investors globally, especially when it is followed by headlines containing the words “global recession".

Posted 03.23.20 Olivier d'Assier

Quant quake comparison? This looks worse

Our recent blog post on factor performance discussed factor returns on an absolute and risk-adjusted basis during the recent market downturn.

Posted 03.23.20 Melissa R. Brown, CFA

USD Corporate Risk: Big Changes in Risk Profiles, Viewed Through the Lens of the Axioma Factor-based Fixed Income Risk Model

It’s no surprise that the risk of corporate portfolios has increased substantially in the past few weeks.

Posted 03.20.20 David Antonio