A Changing Stock–Bond Correlation: Drivers and Implications

Alfie Brixton, Jordan Brooks, Pete Hecht, Antti Ilmanen, Thomas Maloney and Nicholas McQuinn
The Journal of Portfolio Management Multi-Asset Special Issue 2023, jpm.2023.1.459; DOI: https://doi.org/10.3905/jpm.2023.1.459

Article Information

jpm.2023.1.459
DOI 
https://doi.org/10.3905/jpm.2023.1.459
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 11, 2023.
Copyright & Usage 
© 2023 Pageant Media Ltd

Author Information

  1. Alfie Brixton
    1. is a vice president at AQR Capital Management in Greenwich, CT. (alfie.brixton{at}aqr.com)
  2. Jordan Brooks
    1. is a principal at AQR Capital Management in Greenwich, CT. (jordan.brooks{at}aqr.com)
  3. Pete Hecht
    1. is a managing director at AQR Capital Management in Greenwich, CT. (peter.hecht{at}aqr.com)
  4. Antti Ilmanen
    1. is a principal at AQR Capital Management in Greenwich, CT. (antti.ilmanen{at}aqr.com)
  5. Thomas Maloney
    1. is a managing director at AQR Capital Management in Greenwich, CT. (thomas.maloney{at}aqr.com)
  6. Nicholas McQuinn
    1. is a contractor at AQR Capital Management in Greenwich, CT. (nick.mcquinn{at}aqr.com)
View Full Text
Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
A Changing Stock–Bond Correlation: Drivers and Implications
Alfie Brixton, Jordan Brooks, Pete Hecht, Antti Ilmanen, Thomas Maloney, Nicholas McQuinn
The Journal of Portfolio Management Jan 2023, jpm.2023.1.459; DOI: 10.3905/jpm.2023.1.459
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section

Similar Articles

Cited By...

  • No citing articles found.