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GM51: Allocating Assets when Goldilocks Inverse ft. Christian Mueller-Glissmann

Oct 4, 2023
Guest
Christian Mueller-Glissmann
Goldman Sachs Head of Asset Allocation Research, Christian Mueller-Glissmann discusses the importance of capital allocation in a dynamic global environment. The speakers delve into the breakdown of relationships between stocks and bonds, explore the predictive nature of the business cycle, and highlight the impact of structured products on equity volatility. They also discuss the difficulties of owning bonds in the trend following world and the use of machine learning in asset allocation.
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Episode notes
1
Introduction
00:00 • 2min
2
Allocating Assets in a Changing Global Environment with Christian Mueller-Glissmann
01:41 • 2min
3
Analyzing Macro Framework and Inverse Goldilocks in Asset Allocation
04:00 • 4min
4
Understanding the Breakdown of Relationships between Stocks and Bonds
08:14 • 5min
5
The Interaction Between Business and Structural Cycles: Market Predictions and Risk Outcomes
12:53 • 32min
6
The Impact of Structured Products on Volatility
44:31 • 15min
7
Challenges in owning bonds, cycles, and machine learning based asset allocation
59:35 • 5min