The Lost Decade: Have Macro Factor Risk Premia Become Irrelevant?

Chenfei Ma, Eddie Cheng and Wai Lee
The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 95-110; DOI: https://doi.org/10.3905/jpm.2022.1.439

Article Information

vol. 49 no. 2 95-110
DOI 
https://doi.org/10.3905/jpm.2022.1.439
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 3, 2023.

Article Versions

Copyright & Usage 
© 2022 Pageant Media Ltd

Author Information

  1. Chenfei Ma
    1. is a portfolio manager with the Multi-Asset Solutions team at Allspring Global Investments in London, UK. (chenfei.ma{at}allspring-global.com)
  2. Eddie Cheng
    1. is head of international multi-asset portfolio management with the Multi-Asset Solutions team at Allspring Global Investments in London, UK. (eddie.c.cheng{at}allspring-global.com)
  3. Wai Lee
    1. is a co-head of research for Systematic Edge at Allspring Global Investments in London, UK. (wai.lee{at}allspring-global.com)
View Full Text
Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
The Lost Decade: Have Macro Factor Risk Premia Become Irrelevant?
Chenfei Ma, Eddie Cheng, Wai Lee
The Journal of Portfolio Management Dec 2022, 49 (2) 95-110; DOI: 10.3905/jpm.2022.1.439
Reddit logo Twitter logo Facebook logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section

Similar Articles

Cited By...

  • No citing articles found.