In this Research Note we show that low-risk credits had superior risk-adjusted excess returns over the past 20 years. By selecting low-risk bonds from low-risk issuers, investors would have earned credit-like returns at substantially lower risk. Read more about the low-risk anomaly in credit markets using various dimensions of risk. Read the research paper »
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Why bond investors can’t ignore the AI revolution
AI’s influence on fixed income markets is only just beginning and its eventual effects will become more apparent as time progresses. Even at this point, however, certain things are clear.
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