Open access
Jan 2026
Do Portfolio Construction Strategies Matter in Mitigating Macroeconomic Risks?
This study examines how macroeconomic variables—the market risk premium, inflation, the exchange rate, and the interest rate—affect the performance of portfolios that are constructed using six different construction strategies. We use monthly data of 31 non-financial stocks listed on the Egyptian Exchange over the peri...
Shahd Elboghdady, Marwan Amr, Emmanuel Allieu et al.
· Journal of International Fin... · 0 citations