Do Sectors Matter in Fixed Income? Less Than You May Think

Qontigo
By January 14, 2021 02:04

Do Sectors Matter in Fixed Income? Less Than You May Think

Do Sectors Matter in Fixed Income? Less Than You May Think

December 2020 | White Paper

Sector-allocation decisions form an integral part of many investment processes, both in equity and fixed income portfolio management. Most benchmark providers in both asset classes provide a wide range of sector sub-indices, and many risk models contain sector factors. By comparing Axioma’s new Factor-based Fixed Income Risk Model with a more traditional approach, we demonstrate that while sectors do play a role in credit …

Qontigo
By January 14, 2021 02:04

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