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Sterling’s Head of Quantitative Research, Kevin J. Stoll, CFA®, recently authored an article that was published in the Journal of Fixed Income.

June 27, 2017

Sterling’s Head of Quantitative Research, Kevin J. Stoll, CFA®, recently authored an article that was published in the Journal of Fixed Income. The article, titled “A Conditional Variance Model of Corporate Bond Excess Return Distributions,” presents a method for predicting the volatility of corporate bonds. To read more about Kevin’s method, please click here.