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

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

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  • Jingru Liu

    (Central University of Finance and Economics)

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.

Suggested Citation

  • Jingru Liu, 2024. "Strategic Rotation of Major Asset Classes in Accordance with Macroeconomic Trends: A Study Based on the Chinese Financial Market," Advances in Economics, Business and Management Research, in: Junfeng Liao & Hongbo Li & Edward H. K. Ng (ed.), Proceedings of the 2024 2nd International Conference on Digital Economy and Management Science (CDEMS 2024), pages 229-242, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-488-4_25
    DOI: 10.2991/978-94-6463-488-4_25
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