Policy induced spikes are pushing stock-bond correlations into positive territory - that means holding duration is not the shock absorber it once was, writes Ben Mandel, global multi-asset strategist at JP Morgan Asset Management.
Multi-asset investors are increasingly asking this question: is holding duration a good hedge in a reflationary world? In other words, as nominal global growth reflates and the balance of global risks...
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Ex-Standard life manager Angela Burns
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Talking Strategies: The number of companies in Asia with higher payout ratios have grown since the mid-1990s, but some investors remain wary of searching for income in Asia and Japan. In this video, Jupiter's Jason Pidcock and Dan Carter explain why this...