Top Traders Unplugged

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

Oct 4, 2023
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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