The regime-based investment approach involves sorting historical market data into a manageable set of qualitatively different economic regimes defined by core drivers like growth and inflation, rooting the analysis in fundamental macro factors, and evaluating how broad asset classes behave within those regimes to inform portfolio construction and risk management.

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)

• inflation concept
• asset classes concept
• economic regimes concept
• risk management concept