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

Chenfei Ma; Eddie Cheng; Wai Lee

doi:10.3905/jpm.2022.1.439

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

Chenfei Ma

is a portfolio manager with the Multi-Asset Solutions team at Allspring Global Investments in London, UK

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Eddie Cheng

is head of international multi-asset portfolio management with the Multi-Asset Solutions team at Allspring Global Investments in London, UK

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Wai Lee

is a co-head of research for Systematic Edge at Allspring Global Investments in London, UK

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