Cash investments typically maintain a Sharpe ratio above 1 and provide stable returns in almost every economic regime except Heating.

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 (2)

• heating concept
• Sharpe ratio concept