Correlation

5 Results for: Correlation

Concerned About Correlations?

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Correlation – how different asset classes behave relative to one another – is an important concept in portfolio construction and at the heart of Modern Portfolio Theory...

Thoughts on Global Commodities

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It’s been a tough year for farmers, as a recent story in The Wall Street Journal documented. A worldwide surplus of commodities like corn and soybeans...

Merger arbitrage strategies – A powerful tool to manage market volatility

by: ; Dan Petersen, CAIA®; Mark Lacuesta, FRM, CAIA, CIPM

In times of market stress, investors...

Convertible Bonds: Built for Times Like These

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Investors may be asking themselves how much steam is left in the stock market rally while at the same time...

The Many Shades of Active Share

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The correlation of stock returns has declined to multi-year lows. This should be good news for active managers trying to differentiate themselves from passive indexes.