经济周期因子轮动策略
时间: 2024-04-28 21:22:41 浏览: 13
经济周期因子轮动策略是一种利用经济周期变化来调整投资组合的策略。这种策略将经济周期因子作为一个因素,结合多因子模型,通过预测各个行业的周期收益率来进行调整。具体来说,根据经济周期的不同阶段,选择适合投资的资产类别和股票板块进行买入和卖出操作。例如,在经济衰退下降期,可以选择债券和防御型股票板块进行投资;而在经济复苏上升期,可以选择成长型股票和商品等进行投资。这样的策略可以根据经济周期的变化,灵活调整投资组合,以追求更好的收益。<span class="em">1</span><span class="em">2</span><span class="em">3</span>
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