Ashwin Alankar, Allan Maymin, Philip Maymin, and Myron Scholes examine 150 years of US stock market data to determine the causes and drivers of downside tail events and identify which types of tail hedge strategies were most effective at mitigating each respective event.
Our latest thinking on the themes shaping today’s investment landscape. Explore timely updates, quarterly features and in-depth analysis straight from our experts.
The Corporate Debt Index is a long-term study into trends in company indebtedness around the world, the investment opportunities this provides and the risks it presents.
How high yield fixed income can help to bring defensive characteristics to multi-asset portfolios in a rising rate environment.