Bridge over ocean
31 May 2012 Multimedia

Regime Change

Implications of Macro Shifts on Asset Class and Portfolio Performance

  1. Abdullah Z. Sheikh

Abdullah Z. Sheikh defines regimes in terms of four economic factors — economic growth, inflation, monetary policy, and labor market slack — which have non-linear relationships with financial markets. While no single portfolio is resilient to all economic regimes, he asserts that implementing a regime-based asset allocation framework may improve portfolio efficiency and mitigate downside risk.

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