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Insights

Low-risk stocks behave like bonds
Low-risk stocks behave like bonds
Low-risk stocks are very bond-like.
13-10-2020 | Research
Exclusions may simply be transferring a problem
Exclusions may simply be transferring a problem
Do exclusions work?
03-02-2020 | Research
Duration Times Spread: measuring credit risk
Duration Times Spread: measuring credit risk
Accurately measuring credit risk is a significant challenge for credit investors.
10-12-2019 | Research
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread: a measure of spread exposure in credit portfolios
Duration Times Spread (DTS) is the market standard method for measuring the credit volatility of a corporate bond.
22-06-2019 | Research