Eta ® Analysis of Portfolios: The Economy Matters

The authors introduce a macroeconomic factor model, Eta model, and its various applications. The underlying sage regarding the Eta model, be it for replication, maximization, or wealth preservation, is that "the matters." The core feature of the Eta model is its tion methodology, from whic...

Full description

Saved in:
Bibliographic Details
Published in:The journal of wealth management 2012-10, Vol.15 (2), p.72-84
Main Authors: Chong, James, Jennings, William P., Phillips, G. Michael
Format: Article
Language:English
Subjects:
Cloning
Construction spending
Consumer Price Index
Economic growth
Economic models
Equity
GDP
GNP
Gross Domestic Product
Gross National Product
Housing starts
Industrial production
Interest rates
Macroeconomics
Portfolio management
Portfolio performance
Risk premiums
Stock exchanges
Studies
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
cited_by cdi_FETCH-LOGICAL-c188t-dfcf6e1dcaf5ae40e639fec435894b5f00263c4c45d9461462fc5205955995923
cites cdi_FETCH-LOGICAL-c188t-dfcf6e1dcaf5ae40e639fec435894b5f00263c4c45d9461462fc5205955995923
container_end_page 84
container_issue 2
container_start_page 72
container_title The journal of wealth management
container_volume 15
creator Chong, James
Jennings, William P.
Phillips, G. Michael
description The authors introduce a macroeconomic factor model, Eta model, and its various applications. The underlying sage regarding the Eta model, be it for replication, maximization, or wealth preservation, is that "the matters." The core feature of the Eta model is its tion methodology, from which portfolios could be tomized to fit the risk-reward preferences of with respect to the economy. They then evaluate the folios against the Dimensional Fund Advisors Core Equity Portfolio, which adopts the methodology promoted the Fama-French three-factor model. [PUBLICATION ABSTRACT]
doi_str_mv 10.3905/jwm.2012.15.2.072
format article
fullrecord <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_1034600118</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2742018291</sourcerecordid><originalsourceid>FETCH-LOGICAL-c188t-dfcf6e1dcaf5ae40e639fec435894b5f00263c4c45d9461462fc5205955995923</originalsourceid><addsrcrecordid>eNot0MFKAzEQxvEgCtbqA3gLeN51JsmkG2-lrFWo6KGeQ0wTbGmbmmyRvpQP4ZO5pZ7m8mf4-DF2i1BLA3S_-t7UAlDUSLWoYSTO2EDIkapQ6uacDZCkqkYk1CW7KmUFIKVCPWCi7Rz__eHjrVsfyrLwFPlbyl1M62UqD3z-GXjr0zZtDvzFdV3I5ZpdRLcu4eb_Dtn7YzufPFWz1-nzZDyrPDZNVy2ijzrgwrtILigIWpoYvJLUGPVBEUBo6ZVXtDBKo9IiehJAhsgYMkIO2d3p7y6nr30onV2lfe53FosglQZAbPoKT5XPqZQcot3l5cblQx_ZI43taeyRxiJZYXsa-QfgZlYI</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>1034600118</pqid></control><display><type>article</type><title>Eta ® Analysis of Portfolios: The Economy Matters</title><source>ABI/INFORM Global</source><creator>Chong, James ; Jennings, William P. ; Phillips, G. Michael</creator><creatorcontrib>Chong, James ; Jennings, William P. ; Phillips, G. Michael</creatorcontrib><description>The authors introduce a macroeconomic factor model, Eta model, and its various applications. The underlying sage regarding the Eta model, be it for replication, maximization, or wealth preservation, is that "the matters." The core feature of the Eta model is its tion methodology, from which portfolios could be tomized to fit the risk-reward preferences of with respect to the economy. They then evaluate the folios against the Dimensional Fund Advisors Core Equity Portfolio, which adopts the methodology promoted the Fama-French three-factor model. [PUBLICATION ABSTRACT]</description><identifier>ISSN: 1534-7524</identifier><identifier>EISSN: 2374-1368</identifier><identifier>DOI: 10.3905/jwm.2012.15.2.072</identifier><language>eng</language><publisher>London: Pageant Media</publisher><subject>Cloning ; Construction spending ; Consumer Price Index ; Economic growth ; Economic models ; Equity ; GDP ; GNP ; Gross Domestic Product ; Gross National Product ; Housing starts ; Industrial production ; Interest rates ; Macroeconomics ; Portfolio management ; Portfolio performance ; Risk premiums ; Stock exchanges ; Studies</subject><ispartof>The journal of wealth management, 2012-10, Vol.15 (2), p.72-84</ispartof><rights>Copyright Euromoney Institutional Investor PLC Fall 2012</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c188t-dfcf6e1dcaf5ae40e639fec435894b5f00263c4c45d9461462fc5205955995923</citedby><cites>FETCH-LOGICAL-c188t-dfcf6e1dcaf5ae40e639fec435894b5f00263c4c45d9461462fc5205955995923</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.proquest.com/docview/1034600118/fulltextPDF?pq-origsite=primo$$EPDF$$P50$$Gproquest$$H</linktopdf><linktohtml>$$Uhttps://www.proquest.com/docview/1034600118?pq-origsite=primo$$EHTML$$P50$$Gproquest$$H</linktohtml><link.rule.ids>314,780,784,11688,27924,27925,36060,44363,74895</link.rule.ids></links><search><creatorcontrib>Chong, James</creatorcontrib><creatorcontrib>Jennings, William P.</creatorcontrib><creatorcontrib>Phillips, G. Michael</creatorcontrib><title>Eta ® Analysis of Portfolios: The Economy Matters</title><title>The journal of wealth management</title><description>The authors introduce a macroeconomic factor model, Eta model, and its various applications. The underlying sage regarding the Eta model, be it for replication, maximization, or wealth preservation, is that "the matters." The core feature of the Eta model is its tion methodology, from which portfolios could be tomized to fit the risk-reward preferences of with respect to the economy. They then evaluate the folios against the Dimensional Fund Advisors Core Equity Portfolio, which adopts the methodology promoted the Fama-French three-factor model. [PUBLICATION ABSTRACT]</description><subject>Cloning</subject><subject>Construction spending</subject><subject>Consumer Price Index</subject><subject>Economic growth</subject><subject>Economic models</subject><subject>Equity</subject><subject>GDP</subject><subject>GNP</subject><subject>Gross Domestic Product</subject><subject>Gross National Product</subject><subject>Housing starts</subject><subject>Industrial production</subject><subject>Interest rates</subject><subject>Macroeconomics</subject><subject>Portfolio management</subject><subject>Portfolio performance</subject><subject>Risk premiums</subject><subject>Stock exchanges</subject><subject>Studies</subject><issn>1534-7524</issn><issn>2374-1368</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2012</creationdate><recordtype>article</recordtype><sourceid>M0C</sourceid><recordid>eNot0MFKAzEQxvEgCtbqA3gLeN51JsmkG2-lrFWo6KGeQ0wTbGmbmmyRvpQP4ZO5pZ7m8mf4-DF2i1BLA3S_-t7UAlDUSLWoYSTO2EDIkapQ6uacDZCkqkYk1CW7KmUFIKVCPWCi7Rz__eHjrVsfyrLwFPlbyl1M62UqD3z-GXjr0zZtDvzFdV3I5ZpdRLcu4eb_Dtn7YzufPFWz1-nzZDyrPDZNVy2ijzrgwrtILigIWpoYvJLUGPVBEUBo6ZVXtDBKo9IiehJAhsgYMkIO2d3p7y6nr30onV2lfe53FosglQZAbPoKT5XPqZQcot3l5cblQx_ZI43taeyRxiJZYXsa-QfgZlYI</recordid><startdate>20121001</startdate><enddate>20121001</enddate><creator>Chong, James</creator><creator>Jennings, William P.</creator><creator>Phillips, G. Michael</creator><general>Pageant Media</general><scope>AAYXX</scope><scope>CITATION</scope><scope>0U~</scope><scope>1-H</scope><scope>7WY</scope><scope>7WZ</scope><scope>7X1</scope><scope>7XB</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ANIOZ</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>EHMNL</scope><scope>F~G</scope><scope>K6~</scope><scope>L.-</scope><scope>L.0</scope><scope>M0C</scope><scope>M1F</scope><scope>PQBIZ</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>Q9U</scope></search><sort><creationdate>20121001</creationdate><title>Eta ® Analysis of Portfolios: The Economy Matters</title><author>Chong, James ; Jennings, William P. ; Phillips, G. Michael</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c188t-dfcf6e1dcaf5ae40e639fec435894b5f00263c4c45d9461462fc5205955995923</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2012</creationdate><topic>Cloning</topic><topic>Construction spending</topic><topic>Consumer Price Index</topic><topic>Economic growth</topic><topic>Economic models</topic><topic>Equity</topic><topic>GDP</topic><topic>GNP</topic><topic>Gross Domestic Product</topic><topic>Gross National Product</topic><topic>Housing starts</topic><topic>Industrial production</topic><topic>Interest rates</topic><topic>Macroeconomics</topic><topic>Portfolio management</topic><topic>Portfolio performance</topic><topic>Risk premiums</topic><topic>Stock exchanges</topic><topic>Studies</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Chong, James</creatorcontrib><creatorcontrib>Jennings, William P.</creatorcontrib><creatorcontrib>Phillips, G. Michael</creatorcontrib><collection>CrossRef</collection><collection>Global News &amp; ABI/Inform Professional</collection><collection>Trade PRO</collection><collection>ABI/INFORM Collection</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>Accounting &amp; Tax Database</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ProQuest Central (Alumni)</collection><collection>ProQuest Central</collection><collection>Accounting, Tax &amp; Banking Collection</collection><collection>AUTh Library subscriptions: ProQuest Central</collection><collection>ProQuest Business Premium Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>UK &amp; Ireland Database</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>ProQuest Business Collection</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ABI/INFORM Professional Standard</collection><collection>ABI/INFORM Global</collection><collection>Banking Information Database</collection><collection>ProQuest One Business</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central Basic</collection><jtitle>The journal of wealth management</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Chong, James</au><au>Jennings, William P.</au><au>Phillips, G. Michael</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Eta ® Analysis of Portfolios: The Economy Matters</atitle><jtitle>The journal of wealth management</jtitle><date>2012-10-01</date><risdate>2012</risdate><volume>15</volume><issue>2</issue><spage>72</spage><epage>84</epage><pages>72-84</pages><issn>1534-7524</issn><eissn>2374-1368</eissn><abstract>The authors introduce a macroeconomic factor model, Eta model, and its various applications. The underlying sage regarding the Eta model, be it for replication, maximization, or wealth preservation, is that "the matters." The core feature of the Eta model is its tion methodology, from which portfolios could be tomized to fit the risk-reward preferences of with respect to the economy. They then evaluate the folios against the Dimensional Fund Advisors Core Equity Portfolio, which adopts the methodology promoted the Fama-French three-factor model. [PUBLICATION ABSTRACT]</abstract><cop>London</cop><pub>Pageant Media</pub><doi>10.3905/jwm.2012.15.2.072</doi><tpages>13</tpages></addata></record>
fulltext fulltext
identifier ISSN: 1534-7524
ispartof The journal of wealth management, 2012-10, Vol.15 (2), p.72-84
issn 1534-7524
2374-1368
language eng
recordid cdi_proquest_journals_1034600118
source ABI/INFORM Global
subjects Cloning
Construction spending
Consumer Price Index
Economic growth
Economic models
Equity
GDP
GNP
Gross Domestic Product
Gross National Product
Housing starts
Industrial production
Interest rates
Macroeconomics
Portfolio management
Portfolio performance
Risk premiums
Stock exchanges
Studies
title Eta ® Analysis of Portfolios: The Economy Matters
url http://sfxeu10.hosted.exlibrisgroup.com/loughborough?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-04T10%3A58%3A02IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Eta%20%C2%AE%20Analysis%20of%20Portfolios:%20The%20Economy%20Matters&rft.jtitle=The%20journal%20of%20wealth%20management&rft.au=Chong,%20James&rft.date=2012-10-01&rft.volume=15&rft.issue=2&rft.spage=72&rft.epage=84&rft.pages=72-84&rft.issn=1534-7524&rft.eissn=2374-1368&rft_id=info:doi/10.3905/jwm.2012.15.2.072&rft_dat=%3Cproquest_cross%3E2742018291%3C/proquest_cross%3E%3Cgrp_id%3Ecdi_FETCH-LOGICAL-c188t-dfcf6e1dcaf5ae40e639fec435894b5f00263c4c45d9461462fc5205955995923%3C/grp_id%3E%3Coa%3E%3C/oa%3E%3Curl%3E%3C/url%3E&rft_id=info:oai/&rft_pqid=1034600118&rft_id=info:pmid/&rfr_iscdi=true