The regime model demonstrates a clear fanning-out pattern in mean returns of asset classes when moving from safer to riskier asset classes across regime pairs, specifically when comparing Growing to Slowing and Heating to Stagflation.

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 (4)

• heating concept
• Slowing concept
• asset classes concept
• Growing concept