Alexander Swade, Harald Lohre, M. Shackleton, Sandra Nolte, Scott Hixon, Jay H Raol
{"title":"Macro Factor Investing with Style","authors":"Alexander Swade, Harald Lohre, M. Shackleton, Sandra Nolte, Scott Hixon, Jay H Raol","doi":"10.2139/ssrn.3930295","DOIUrl":null,"url":null,"abstract":"Investors face similar macroeconomic risks and opportunities regardless of their individual investment preferences. To best navigate growth and inflation concerns, the authors propose building macro factor–mimicking portfolios diversified across asset classes and style factors. They focus on the macro factors growth, inflation, and defensive. Their approach allows for shaping the macroeconomic risk exposure of a given portfolio by applying systematic macro factor completion to effectively address specific economic outcomes.","PeriodicalId":74863,"journal":{"name":"SSRN","volume":"48 1","pages":"80 - 104"},"PeriodicalIF":0.0000,"publicationDate":"2021-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"SSRN","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3930295","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
Investors face similar macroeconomic risks and opportunities regardless of their individual investment preferences. To best navigate growth and inflation concerns, the authors propose building macro factor–mimicking portfolios diversified across asset classes and style factors. They focus on the macro factors growth, inflation, and defensive. Their approach allows for shaping the macroeconomic risk exposure of a given portfolio by applying systematic macro factor completion to effectively address specific economic outcomes.
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