Tactical asset allocation, risk premia, and the business cycle : a macro regime approach
Year of publication: |
2023
|
---|---|
Authors: | De Longis, Alessio ; Ellis, Dianne |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 49.2023, 4, p. 103-126
|
Subject: | Portfolio-Management | Portfolio selection | Konjunktur | Business cycle | Risikoprämie | Risk premium | Theorie | Theory |
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