Odd Lots What Investors Should Know About The Correlation Between Bonds And Stocks
Sep 17, 2018
This podcast explores the correlation between bonds and stocks in investment portfolios, discussing the challenges of modeling this relationship and the importance of diversification. It also delves into the dynamic nature of correlation regimes, the impact of inflation on portfolio durability, risk parity strategies, and famous miscalculations of correlation throughout history.
Chapters
Transcript
Episode notes
1 2 3 4 5 6
Introduction
00:00 • 2min
Analyzing the Correlation and Diversification of Stocks and Bonds
01:31 • 16min
Understanding Correlation Changes and the Impact of Inflation on Portfolio Durability
17:41 • 5min
Risk Parity and Correlation
23:02 • 13min
Understanding the Correlation between Bonds and Stocks
36:16 • 3min
Understanding Correlation Between Assets in a Portfolio
39:28 • 2min