Remember me

Register  |   Lost password?


All About Alpha Logo

Does Strong Economic Growth Equate to High Factor Returns?

Mon, 12 Mar 2018 16:38:44 GMT

By Nicolas Rabener, CAIA, Factor Research EQUITY FACTORS & REAL GDP GROWTH Summary: Economic cycles have a clear impact on factor performance Some factors show pro-cyclical while others highlight anti-cyclical characteristics Given that real GDP is not published in real-time, it is unlikely effective for factor selection INTRODUCTION Financial commentators frequentlyRead More