Defensive fixed income solutions to generate returns
Dr Laura Ryan discusses defensive fixed income solutions at the Bell Potter VOICES Conference 2020.
Insights
November Rain – Implications of RBA QE for Investors
In November, the RBA took monetary policy to new extremes by cutting the cash rate to near zero and embarking on a massive new Quantitative Easing program.
The role of fixed interest strategies in an ultra-low rate environment
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.
Does duration still diversify equity risk?
Ardea IM uses statistical modelling in order to discuss whether government bonds still diversify equity risk.
Podcast: Model Uncertainty and Risk Models
In our first episode of the Ardea IM Quantitative Research Series, Ben Alexander, Co-Chief Investment Officer at Ardea Investment Management joins Dr. Laura Ryan as they share insights into the risk model used in the Ardea IM portfolio construction process.
Will Japanification Eliminate Relative Value Trading Opportunities in Rates Markets?
Record low rates are leading some market participants to question whether all bond markets are experiencing “Japanification”. Will this backdrop spell the end to relative value trading opportunities?
The changing role of duration in an ultra-low yield world
Ultra-low yields fundamentally change the risk vs. reward proposition of government bonds.
Long term bonds – relative value and risk in a low yield world
Australia extends its yield curve to 2051. The issue received record interest from global investors and highlights the importance of yield curve shape and global relative value dynamics for investors.
Corporate bonds unlimited?
Is central bank support for corporate bond markets truly unlimited? Our sense is decidedly not.
Diversification lessons from the March quarter
The perception and the reality of portfolio diversification can turn out very different in adverse market environments.