Strategy Note /
Global

Equity vs Bond Indices

    Nicolas Rabener
    Nicolas Rabener

    Managing Director

    FactorResearch
    13 April 2021
    Published by
    1. Bond indices are frequently portrayed as featuring a lower quality composition than equity indices
    2. Analyzing equity and bond indices in the US and emerging markets confirms this view
    3. Perhaps this explains why there is some alpha generation in fixed income