Most recent articles by Christoph Schon, CFA, CIPM
How a looming trade war is reversing multi-asset correlations
The first quarter of 2018 was characterized by the dramatic return of share price volatility.
An inflation specter calls
Christoph Schon takes a global look back at how market movement, political shifts and central bank policy affected multi-asset class market risk during the month of February.
High noon in Europe as key votes loom
Sunday, March 4, will be an “interesting” day for European politics, with two votes that could be crucial for the future of the European Union. Both have the potential for a negative surprise—as markets appear to be complacent about the results of either—which could ultimately be bad news for the euro.
The Diversification Squeeze
Diversification from risk factor correlations in Axioma’s global multi-asset class model portfolio is at its lowest level since the portfolio’s inception in November 2016.