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Journal Article

A Changing Stock-Bond Correlation

Q1 2023 - Alfie Brixton Jordan Brooks Peter Hecht Antti Ilmanen Thomas Maloney Nicholas McQuinn

For the past two decades, the stock/bond correlation – a fundamental detriment of risk in traditional portfolios – has been consistently negative. However, this hasn’t always been the case, and a positive stock/bond correlation could reappear due to macroeconomic changes. In this article, we assess the broad implications this would have for investors and set out practical steps to prepare for such an outcome.

White Paper

Portfolio Construction Matters: A Simple Example Using Value and Momentum Themes

November 1, 2017 - Shaun Fitzgibbons Peter Hecht Nicholas McQuinn Laura Serban

We compare two portfolio construction approaches, “mix” and “integrate,” and examine some examples to demonstrate how their differences may have important implications for practice.