Economies and financial markets move up and down all the time. A better understanding of how they move up and down contributes to better investment decisions. In one view of the world, these fluctuations are driven by cyclicality.

Equipped with a new long-term dataset and a frequency domain tool kit, this, our seventh presentation analyzes how cyclicality relates to asset class risk and return and investigates two types of cycles:

(1) The business cycle and

(2) the financial cycle, building on the seminal ideas of Hyman Minsky.

Cyclicality was a key driver of financial markets in the past remains the same for today and will continue to be so in the future. Therefore, we are happy to share some of our learnings on cyclicality with you.

At Ortec Finance we have been building and applying Economic Scenario Generator (ESG) models for decades, aimed at enabling people all over the world to manage the complexity of investment decision making. Over the years we have done a lot of R&D around this topic, and shared the results through various conference presentations. Although some cases are more than a decade old, the content of these “scenario modeling evergreens” is still very relevant today.

To date we have shared the following six presentations:

1. VAR Models Do's and Don'ts 

2. A Zero Phase Shift Band Pass Filter 

3. Asset Classes and Business Cycles 

4. Estimating Liquidity Risk Premia 

5. Why Private Markets 

6. PE Ratios and Expected Returns 

Download your copy

By submitting my contact information, I confirm that I have read the Ortec Finance Privacy statement, which explains how Ortec Finance collects, processes and shares my personal data. I consent to my data being processed with Ortec Finance's Privacy Policy. Ortec Finance can optimize my experience with the Ortec Finance brand.

We respect your privacy

Related Insights

X
Cookies help us improve your website experience.
By using our website, you agree to our use of cookies.
Confirm