Macro Factor Investing with Style

Swade, Alexander and Lohre, Harald and Shackleton, Mark and Nolte, Sandra and Hixon, Scott and Raol, Jay (2022) Macro Factor Investing with Style. Journal of Portfolio Management, 48 (2). pp. 80-104. ISSN 0095-4918

Full text not available from this repository.

Abstract

Investors face similar macroeconomic risks and opportunities regardless of their individual investment preferences. To best navigate growth and inflation concerns, we propose building macro factor-mimicking portfolios diversified across asset classes and style factors. We focus on the macro factors Growth, Inflation and Defensive. Our approach allows for shaping the macroeconomic risk exposure of a given portfolio by applying systematic macro factor completion to effectively address specific economic outcomes.

Item Type:
Journal Article
Journal or Publication Title:
Journal of Portfolio Management
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1400/1402
Subjects:
ID Code:
164808
Deposited By:
Deposited On:
19 Jan 2022 10:55
Refereed?:
Yes
Published?:
Published
Last Modified:
04 May 2022 02:38