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Regime Change: Implications of Macroeconomic
Shifts on Asset Class and Portfolio Performance

Abdullah Z. Sheikh and Jianxiong Sun
The Journal of Investing Fall 2012, 21 (3) 36-54; DOI: https://doi.org/10.3905/joi.2012.21.3.036
Abdullah Z. Sheikh
is a vice president in the Global Multi-Asset Group at JPMorgan Asset Management in New York, NY.
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  • For correspondence: abdullah.z.sheikh@jpmorgan.com
Jianxiong Sun
is an associate in the Global Multi-Asset Group at JPMorgan Asset Management in New York, NY.
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  • For correspondence: jianxiong.x.sun@jpmorgan.com
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The Journal of Investing: 21 (3)
The Journal of Investing
Vol. 21, Issue 3
Fall 2012
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Regime Change: Implications of Macroeconomic
Shifts on Asset Class and Portfolio Performance
Abdullah Z. Sheikh, Jianxiong Sun
The Journal of Investing Aug 2012, 21 (3) 36-54; DOI: 10.3905/joi.2012.21.3.036

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Regime Change: Implications of Macroeconomic
Shifts on Asset Class and Portfolio Performance
Abdullah Z. Sheikh, Jianxiong Sun
The Journal of Investing Aug 2012, 21 (3) 36-54; DOI: 10.3905/joi.2012.21.3.036
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  • Article
    • Abstract
    • LINKING ECONOMIC REGIMES TO FINANCIAL MARKETS
    • MODELING RELATIONSHIP DYNAMICS
    • FRAMEWORK METHODOLOGY
    • UNDERSTANDING PORTFOLIO DYNAMICS
    • DOES REGIME-BASED INVESTING ADD VALUE?
    • IMPROVING PORTFOLIO RETURNS
    • CAVEATS AND CONCLUSIONS
    • ENDNOTES
    • REFERENCES
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