Strategic Rotation of Major Asset Classes in Accordance with Macroeconomic Trends: A Study Based on the Chinese Financial Market

Jingru Liu ()
Additional contact information
Jingru Liu: Central University of Finance and Economics

A chapter in Proceedings of the 2024 2nd International Conference on Digital Economy and Management Science (CDEMS 2024), 2024, pp 229-242 from Springer

Abstract: Abstract This study delves into the strategic ramifications of macroeconomic policies on the asset portfolios of key categories, employing a dataset that encompasses economic indicators such as the PMI, PPI, CPI, WTI, and IVA spanning from 2009 to 2019. The research aims to discern the trajectory of economic fluctuations and assess their effects on asset allocations. Special attention is devoted to examining the repercussions of temporal discrepancies in these indices on portfolio performance. By analyzing the behavior of assets during diverse economic phases, the paper develops rotational strategies for assets that are attuned to macroeconomic trends across various cycles. The culmination of this investigation presents tailored recommendations for optimizing investor portfolio distribution throughout distinct macroeconomic phases.

Keywords: Macroeconomics; Asset rotation strategies; Hodrick-Prescott Filter (search for similar items in EconPapers)
Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:advbcp:978-94-6463-488-4_25

Ordering information: This item can be ordered from
http://www.springer.com/9789464634884

DOI: 10.2991/978-94-6463-488-4_25

Access Statistics for this chapter

More chapters in Advances in Economics, Business and Management Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().