Do Factors Carry Information About The Economic Cycle? Part 1: The Investment Clock: Linking Factor Behavior To The Economic Cycle

Marlies van Boven

Research Organisation
FTSE Russell

Report Date
Dec. 5, 2020

Document summary

Institutional investors are often faced with the question of which factor strategies should be implemented in different phases of the economic cycle. In this insightful report, using 60 years of data, the author examines how factors behave across economic cycles for the US market.