Fixed income relative value, identifying price dislocations and the drivers of convergence | Erik Schiller
In episode 58, Alex Proimos speaks with Erik Schiller, managing director, head of developed market rates and agency MBS at PGIM Fixed Income.
This episode discusses relative value fixed income as a strategy, how to identify mispricings and what leads to mean reversion and how has the market structure and market participants changed over the years and risk of fat tails for this strategy.
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