Sentences with phrase «translating macroeconomic forecasts»
In their December 2016 book - length paper entitled «Factor Investing and Asset Allocation: A Business Cycle Perspective», Vasant Naik, Mukundan Devarajan, Andrew Nowobilski, Sebastien Page and Niels Pedersen examine the process of translating macroeconomic forecasts into alpha - generating portfolios via mean - variance optimization.
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Not only would I have had to get the macroeconomic forecast right I would have had to translate this into an investment idea.