A Changing Stock–Bond Correlation: Drivers and Implications

Alfie Brixton; Jordan Brooks; Pete Hecht; Antti Ilmanen; Thomas Maloney; Nicholas McQuinn

doi:10.3905/jpm.2023.1.459

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

Alfie Brixton

is a vice president at AQR Capital Management in Greenwich, CT

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Jordan Brooks

is a principal at AQR Capital Management in Greenwich, CT

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Pete Hecht

is a managing director at AQR Capital Management in Greenwich, CT

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Antti Ilmanen

is a principal at AQR Capital Management in Greenwich, CT

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Thomas Maloney

is a managing director at AQR Capital Management in Greenwich, CT

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Nicholas McQuinn

is a contractor at AQR Capital Management in Greenwich, CT

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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

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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

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