Proceedings of the 2024 2nd International Conference on Digital Economy and Management Science (CDEMS 2024)

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Strategic Rotation of Major Asset Classes in Accordance with Macroeconomic Trends: A Study Based on the Chinese Financial Market

Authors
Jingru Liu1, *
1Central University of Finance and Economics, Beijing, China
*Corresponding author. Email: Dulic1231@163.com
Corresponding Author
Jingru Liu
Available Online 29 August 2024.
DOI
10.2991/978-94-6463-488-4_25How to use a DOI?
Keywords
Macroeconomics; Asset rotation strategies; Hodrick-Prescott Filter
Abstract

This study delves into the strategic ramifications of macroeconomic policies on the asset portfolios of key categories, employing a dataset that encompasses economic indicators such as the PMI, PPI, CPI, WTI, and IVA spanning from 2009 to 2019. The research aims to discern the trajectory of economic fluctuations and assess their effects on asset allocations. Special attention is devoted to examining the repercussions of temporal discrepancies in these indices on portfolio performance. By analyzing the behavior of assets during diverse economic phases, the paper develops rotational strategies for assets that are attuned to macroeconomic trends across various cycles. The culmination of this investigation presents tailored recommendations for optimizing investor portfolio distribution throughout distinct macroeconomic phases.

Copyright
© 2024 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 2024 2nd International Conference on Digital Economy and Management Science (CDEMS 2024)
Series
Advances in Economics, Business and Management Research
Publication Date
29 August 2024
ISBN
978-94-6463-488-4
ISSN
2352-5428
DOI
10.2991/978-94-6463-488-4_25How to use a DOI?
Copyright
© 2024 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Jingru Liu
PY  - 2024
DA  - 2024/08/29
TI  - Strategic Rotation of Major Asset Classes in Accordance with Macroeconomic Trends: A Study Based on the Chinese Financial Market
BT  - Proceedings of the 2024 2nd International Conference on Digital Economy and Management Science (CDEMS 2024)
PB  - Atlantis Press
SP  - 229
EP  - 242
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-488-4_25
DO  - 10.2991/978-94-6463-488-4_25
ID  - Liu2024
ER  -