iamd26/Macro-economic-Regimes-and-Asset-Classes
Analyzed the varying mean returns and Sharpe ratios of 4 asset classes: stocks, gold, bonds, and commodities; from 1973 to 2013, across varying macro-economic conditions such as economic growth rate and inflation, to construct various portfolios and adjust asset allocation based on investors’ level of risk aversion
正在读取项目信息…