A 2.76% gain for speculative grade Asian notes denominated in U.S. dollars this year is nearly 2% behind the gain for high grade bonds, according to data from JPMorgan Chase. The reversal of fortunes comes as China's economy continues to slow and officials raise expectations of more defaults. (Bloomberg)
About Me
- Dr. Junhua Lu
- Junhua Lu BSc, MSc (Fin), CFA, MCSE, PhD Quantitative portfolio strategist with expertise in a broad range of financial modelling and quantitative analysis techniques. Familiarity with a broad range of portfolio risk management and strategies, including portfolio optimization with higher moment, stress testing, back testing, and risk budgeting. Demonstrated ability to employ a variety of advanced econometric techniques to identify potential investment opportunities creatively. Extensive experience with such programming packages as MATLAB, C++, and VBA as well as use of such financial databases as Factset, Bloomberg, CRSP, Compustat, Lipper and Morningstar.
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