The evaluation of asset class performance against the regime model is constrained because market indices data only dates back to 1997, whereas the regime model data begins in 1958.

Authors

• Person: Ivan Vratzov Organization: FactSet
  Mapping Asset Returns to Economic Regimes: A Practical Investor's ...

Sources

• Mapping Asset Returns to Economic Regimes: A Practical Investor's ... insight.factset.com Ivan Vratzov · FactSet via serper

Referenced by nodes (1)

• asset classes concept