战术性资产配置的宏观经济仪表盘(14)

【16】Naik, V., M. Devarajan, A. Nowobilski, S. Page, and N. Pedersen. “Factor Investing and Asset Allocation: A Business Cycle Perspective.” CFA Institute Research foundation Publications, Vol. 2016, No. 4 (December 2016).

【17】Page, S. “Risk Management beyond Asset Class Diversification.” CFA Institute Global Investment Risk Symposium, cfapubs.org, September 2013.

【18】Zhang, Q.J., P. Hopkins, S. Satchell, and R. Schwob. “The Link Between Macro-Economic Factors and Style Returns.” Journal of Asset Management, Vol. 10, No. 5 (December 1, 2009), pp. 338-355.

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战术性资产配置的宏观经济仪表盘

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