2021 Top 500 ranking: 46
Macroeconomic conditions can have a strong influence on asset returns and should be specifically accounted for in portfolio construction. We define four different macroeconomic regimes and test their effect on the historical excess return distributions of global equities, global government bonds and commodities. We then compare targeting ...
Non-asset management investment service providers are able to purchase a subscription for access to premium content such as:
Get access to premium content subscribe today