Stressed and Distressed Credit: Risk and Reward
What is the current outlook for investors in today’s credit market? Interest…
Splitting the Risk: How to Manage Interest Rate Risk in Project Finance
Saudi Arabia’s economy is surging. The debt market tells the story: Banks…
The Yen’s Downside Risk Persists Despite BOJ Shift
The Bank of Japan (BOJ) widens the 10-year yield trading range. The…
Top 10 Posts from 2022: Fama and French, Damodaran, the Equity Risk Premium
1. Fama and French: The Five-Factor Model Revisited How well has Eugene…
Evaluating Benchmark Misfit Risk | CFA Institute Enterprising Investor
This article is adapted from a version originally published in the fall…
Will They, or Won’t They? The Risk of Betting on the Fed
The world economy stared into the abyss on 16 March 2020. COVID-19…
Equity Risk Premium Forum: MMT, Looking Back, Looking Ahead
For more insights on the equity risk premium from Rob Arnott, Cliff…
Equity Risk Premium Forum: The Stock/Bond Correlation Switch-Up
For more insights on the equity risk premium from Rob Arnott, Cliff…
Equity Risk Premium Forum: Gloom Looms?
For more insights on the equity risk premium (ERP) from Rob Arnott,…
Equity Risk Premium Forum: Term Structure, Mean Reversion, and CAPE Reconsidered
For more insights on the equity risk premium from Rob Arnott, Cliff…
