2020 Long-Term Capital Market Assumptions

2020 Long-Term Capital Market Assumptions

🕔16:37, 20.jan 2020

The Strategic Perspective. Looking out into the horizon, we believe the next decade will be vastly different. Extraordinary measures by central banks pulled us out of the Great Recession and encouraged investors to take on excess risk. Global asset prices

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2020 Long-Term Capital Market Assumptions

2020 Long-Term Capital Market Assumptions

🕔16:34, 20.jan 2020

The Strategic Perspective. Looking out into the horizon, we believe the next decade will be vastly different. Extraordinary measures by central banks pulled us out of the Great Recession and encouraged investors to take on excess risk. Global asset prices

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The Global Growth Marathon

The Global Growth Marathon

🕔09:44, 20.jan 2020

Capital Market Line Last year proved to be a turning point. Word of an imminent trade deal between the US and China represented a peak in trade escalation and uncertainty. Global manufacturing – the epicenter of the trade war – began to

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2020 Capital Market Expectations: Continued support for asset returns 2

2020 Capital Market Expectations: Continued support for asset returns 2

🕔17:37, 13.jan 2020

We believe global stocks have greater performance potential than global bonds, supported by continued global growth. Within both bonds and equities, we continue to forecast stronger return potential for emerging markets, over a seven-year investment horizon. With short-term interest rates

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7-Year Asset Class Real Return Forecasts

7-Year Asset Class Real Return Forecasts

🕔07:14, 13.jan 2020

Source: GMO *The chart represents local, real return forecasts for several asset classes and not for any GMO fund or strategy. These forecasts are forward-looking statements based upon the reasonable beliefs of GMO and are not a guarantee of future

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2020 Capital Market Assumptions

2020 Capital Market Assumptions

🕔13:50, 10.jan 2020

Our 2020 Capital Market Assumptions details our research on asset class returns, standard deviations of returns and correlations over the 2020–2029 timeframe. These estimates are a key input into our strategic asset allocation process for our multi-asset portfolios; they also

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2020 Long-Term Capital Market Assumptions

2020 Long-Term Capital Market Assumptions

🕔14:37, 28.dec 2019

This paper by Invesco’s Investment Solutions team presents their work in developing forecasts for asset class returns, risk, and correlations which are of critical importance in translating portfolio theory into plausible real-world practical solutions for investors. Executive Summary: The Strategic

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JP Morgan – 2020 Long-Term Capital Market Assumptions

🕔11:30, 25.nov 2019

I’m delighted to invite you to join us on 25 November at Hotel Jakarta for the launch of our 2020 Long-Term Capital Market Assumptions. In the interactive session, John Bilton and Timothy Lintern will discuss the projections that are at

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Long-Term Capital Market Assumption Podcast Series

🕔11:10, 25.nov 2019

Listen to our LTCMA themes and forecasts for 2020.

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2020 Capital Market Assumptions

2020 Capital Market Assumptions

🕔14:42, 21.nov 2019

We use a fundamental building block approach based on several inputs, including historical data and academic research to create asset class return forecasts.  For most asset classes, we use the long‐term historical volatility after adjusting for autocorrelation. Correlations between asset classes are calculated based on the last 10 years. For illiquid assets, such as private equity and private real estate, we use BarraOne correlation  estimates. 

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Long-Term Capital Market Assumptions

Long-Term Capital Market Assumptions

🕔07:51, 14.nov 2019

Luxembourg, 26 November 2019 – J.P. Morgan Asset Management released its 2020 Long-Term Capital Market Assumptions (LTCMAs), this year exploring the complexities of late-cycle investing in an environment of ultra-low bond yields. The research forecasts modest global growth over the

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Inside Our Long-Term Capital Market Assumptions

Inside Our Long-Term Capital Market Assumptions

🕔13:44, 13.nov 2019

Each autumn for the last 24 years we have released our Long Term Capital Market Assumptions (LTCMAs), laying out our forecasts for economic growth, inflation and asset returns over the next 10 to 15 years. The exercise began in the

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Core Matters

Core Matters

🕔12:11, 7.nov 2019

Investment Returns: A 5-year perspective Macro & Market Research 2019 has seen huge inflows into Fixed Income (FI) funds and outflows from Equities. From a medium-term return perspective this makes no sense. The formidable demand for safe assets reflects cyclical and structural

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Long-Term Capital Market Assumptions

🕔06:04, 5.nov 2019 Lees het volledige artikel

2020 Long-Term Capital Market Assumptions Volatility and Correlation Methodology

🕔00:08, 5.nov 2019 Lees het volledige artikel

Long-Term Capital Market Assumptions Executive Summary

🕔23:26, 4.nov 2019 Lees het volledige artikel

Long-Term Capital Market Assumptions Matrices

🕔23:25, 4.nov 2019 Lees het volledige artikel
Capital Market Assumptions Five-Year Outlook: 2019 Edition

Capital Market Assumptions Five-Year Outlook: 2019 Edition

🕔18:41, 4.nov 2019

Every year, Northern Trust’s Capital Market Assumptions Working Group develops forward- looking, historically aware forecasts for global economic activity and financial market returns that drive our five-year asset class return expectations and inform our asset allocation decisions. All of this

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Expert Investor Asset Class Research Participant Report

Expert Investor Asset Class Research Participant Report

🕔09:46, 31.okt 2019

Q3 '19 Netherlands fund selector asset class sentiments  This report shows the forward-looking investment intentions of fund selectors, asset allocators and portfolio constructors in the Netherlands. In all graphs below, the y-axes (typically marked ‘net buyers’) shows the % of

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The Implications of Reopened Credit Spigots and a Trade Time-Out

The Implications of Reopened Credit Spigots and a Trade Time-Out

🕔17:08, 24.okt 2019

Last quarter’s return of extremely accommodating monetary policies and the renewal of US-China trade talks were the two most significant developments affecting our five-year outlook as expressed in our Capital Market Line (CML). Since our CML focuses on how events

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The Implications of Reopened Credit Spigots and a Trade Time-Out

The Implications of Reopened Credit Spigots and a Trade Time-Out

🕔08:00, 23.okt 2019

Last quarter’s return of extremely accommodating monetary policies and the renewal of US-China trade talks were the two most significant developments affecting our five-year outlook as expressed in our Capital Market Line (CML). Since our CML focuses on how events

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Long-Term Outlook Macroeconomic Scenarios and Expected Returns 2020 – 2023

Long-Term Outlook Macroeconomic Scenarios and Expected Returns 2020 – 2023

🕔12:00, 18.okt 2019

The global economy has shifted into a lower gear in the past few quarters. Following a period of strong and broad-based economic momentum, soft spots in the economy emerged in the second half of 2018 and continued into 2019. The

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7-Year Asset Class Real Return Forecasts

7-Year Asset Class Real Return Forecasts

🕔13:05, 30.sep 2019

7-Year Asset Class Real Return Forecasts7-Year Asset Class Real Return Forecasts

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Longer-term asset allocation views: 2019 and beyond What to expect in the next 5-7 years

Longer-term asset allocation views: 2019 and beyond What to expect in the next 5-7 years

🕔15:51, 19.sep 2019

In this publication, we describe in detail how we go about forecasting longer-term returns for a large number of asset classes. Our expectations for many assets are generally moderate compared to the returns of the past and lower than their

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Capital Market Assumptions, Five year outlook

Capital Market Assumptions, Five year outlook

🕔11:28, 16.sep 2019

Recent strong risk asset returns, paired with sharply lower global interest rates, represent an atypical investing backdrop. Financial markets have been working through a mash-up of slowing growth, muted inflation and easier monetary/ regulatory policy – all wrapped in rising

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Twitter

De best gelezen #research bij @Opinio_Pro:

#1 7-Year Asset Class Real Return Forecasts #GMO

#2 2020 Long-Term Capital Market Assumptions @InvescoEMEA

#3 What the heart already knew @TriodosIM @TriodosNL

#4 From TINA to FOMO @DWS_Group

-> https://www.opiniopro.com/

Global Asset Allocation Views Q1 2020 -> https://www.opiniopro.com/2020/01/jp-morgan/global-asset-allocation-views-q1-2020/ #AssetAllocation #credit #equites #Equities #FixedIncome via @JPMorganAM

Economic resilience, Fed and elections to drive US markets in 2020 -> https://www.opiniopro.com/2020/01/amundi/economic-resilience-fed-and-elections-to-drive-us-markets-in-2020-2/ #consumption #election #monetarypolicy via @Amundi_ENG

The US federal reserve’s ‘whatever it takes’ moment has arrived -> https://www.opiniopro.com/2020/01/ubp/the-us-federal-reserves-whatever-it-takes-moment-has-arrived/ #AssetAllocation #centralbank #credit #ECB #Equities #FED #USA

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