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Lombard Odier Investment Managers

2023 Top 500 Ranking: 274

How long will convexity disappoint?

How long will convexity disappoint?

These are uncertain times – be it regarding growth, inflation, or the extent of rate hikes. And yet, the level of one of the most common measures for volatility – the famous VIX index – has not budged much since 20 March and the end of the fast-paced banking crisis. ...

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