Abstract
Research on equity and bond markets is typically an either/or scenario focusing on one or the other. There has been almost no research on how to use individual bond data when constructing equity portfolios. This possibility that information from one market may not be fully reflected in another led Arik Ben Dor, a Managing Director in the Quantitative Portfolio Strategy Group at Barclays in New York, and Jason (Zhe) Xu, a Senior Quantitative Researcher at American Century Investments , to investigate how equity managers can use bond price data when constructing portfolios.
In this interview with Institutional Investor Journals , Ben Dor discusses their research and how investors may greatly benefit from cross-asset class analysis.
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