Building on our earlier work on leverage and market stress, we introduce a simple but effective model to help identify the S&P 500 companies most at risk of sharp equity drawdowns in a recession.
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The Drivers of Equity Drawdowns: Identifying…
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Building on our earlier work on leverage and market stress, we introduce a simple but effective model to help identify the S&P 500 companies most at risk of sharp equity drawdowns in a recession.