Leading macroeconomic indicators for a dynamic investment strategy
In this paper a long-term portfolio optimization model is developed, through the use of economic indicators (CLI and BCI). In this way, an investment portfolio will adjust to the movements of the business cycle, mitigating its risk in the event of possible downturns. The proposed model was tested i...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad De La Salle Bajío
2022-03-01
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| Series: | Nova Scientia |
| Subjects: | |
| Online Access: | http://novascientia.delasalle.edu.mx/ojs/index.php/Nova/article/view/2839 |