Dynamic asset allocation using systematic sector rotation

Paolo Sassetti, Massimiliano Tani

Research output: Contribution to journalArticlepeer-review


The authors build on the insight that sectors perform differently from, and to a certain extent independently of, each other over the phases of the economic cycle to test heuristic investment rules of systematic sector rotation. Using 3 simple market-timing techniques on 41 funds of the Fidelity Select Sector family over the period January 1998–September 2003, the authors' approach always outperforms market returns.
Original languageEnglish
Pages (from-to)59-70
Number of pages12
JournalThe Journal of wealth management
Issue number4
Publication statusPublished - 2006
Externally publishedYes


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