February 7, 2019
Recording | Axioma Insight™ Quarterly Multi-Asset Risk Review
The last quarter of 2018 saw profound changes in the risk environment and multi-asset class correlations. While in early October, markets were still concerned about high inflation caused by strong labor conditions market and wage growth, traders have since dramatically lowered their interest rate expectations, fueled by ‘dovish’ Fed comments. In this webinar, Christoph V. Schon, Axioma's Executive Director of Applied Research, examined how portfolio risk has changed from very little diversification in a climate of inflation fears to a ‘flight-to-quality’ environment entirely dominated by stock market volatility.