Portfolio Tilts Using Views on Macroeconomic Regimes

Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno
The Journal of Portfolio Management February 2023, 49 (3) 7-24; DOI: https://doi.org/10.3905/jpm.2022.1.438

Article Information

vol. 49 no. 3 7-24
DOI 
https://doi.org/10.3905/jpm.2022.1.438
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online February 1, 2023.

Article Versions

Copyright & Usage 
© 2023 Pageant Media Ltd

Author Information

  1. Redouane Elkamhi
    1. is an associate professor of finance in the Rotman School of Management at the University of Toronto in Toronto, Ontario, Canada. (redouane.elkamhi{at}rotman.utoronto.ca)
  2. Jacky S. H. Lee
    1. is the senior managing director of the Total Portfolio Group at Healthcare of Ontario Pension Plan Trust Fund in Toronto, Ontario, Canada. (jlee5{at}hoopp.com)
  3. Marco Salerno
    1. is a principal of the Total Portfolio Group at Healthcare of Ontario Pension Plan Trust Fund in Toronto, Ontario, Canada. (msalerno{at}hoopp.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
Portfolio Tilts Using Views on Macroeconomic Regimes
Redouane Elkamhi, Jacky S. H. Lee, Marco Salerno
The Journal of Portfolio Management Jan 2023, 49 (3) 7-24; DOI: 10.3905/jpm.2022.1.438
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.