One of us had a professor who would say, “When it comes to math, I’m slow, but I’m inaccurate.” That shortcoming can be a problem for understanding convexity in many parts of the fixed income markets, ...
Convexity, which measures interest rate sensitivity and drives the risk and return profiles of fixed income products, is an important concept that investors can utilize to boost total return and ...
NEW YORK, May 25, 2022 /PRNewswire/ -- Versor Investments, a quantitative investment management firm focused on alternative investment strategies, announced today the release of a newly published ...
In corporate credit, we evaluate convexity as the upside price potential compared to the downside price potential. Newly issued high yield bonds typically have limited upside price potential compared ...