Positive Stock-Bond Correlation: Prospects & Portfolio Construction Implications
US stock-bond correlation has shifted from negative to positive, a change that has also occurred across the developed market.
21. Dez. 2022
Balanced portfolios will be more volatile without the “natural hedge” provided by a negative correlation between stocks and bonds, but diversification will remain a powerful tool to protect portfolios.
The IAS team conducts bespoke, quantitative client research that focuses on asset allocation and portfolio analysis.
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US stock-bond correlation has shifted from negative to positive, a change that has also occurred across the developed market.
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