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Long View

Long View

🕔15:47, 20.Mar 2020

Forecasted returns and other considerations The world has been trying to find a new economic identity ever since the 2008 financial crisis. The journey has been arduous so far, with the scars of the financial crisis still quite raw. As

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10-Year Capital Market Assumptions

10-Year Capital Market Assumptions

🕔13:07, 20.Mar 2020

On an annual basis, BNY Mellon Investor Solutions, LLC develops capital market return assumptions for approximately 50 asset classes around the world. The assumptions are based on a 10-year investment time horizon and are intended to guide investors in developing their

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Overall productivity effects from climate change

Overall productivity effects from climate change

🕔06:59, 17.Mar 2020

Schroders Economics Group produces 30-year return forecasts, on an annual basis, for a range of asset classes. Until now, these forecasts have been agnostic on the subject of climate change, making no explicit adjustments for the physical and transition costs

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Capital Markets Assumptions 2020

Capital Markets Assumptions 2020

🕔15:31, 16.Mar 2020

Overview Capital markets assumptions are the expected returns 1 , standard deviations, and correlation estimates that represent the long-term risk/return forecasts for various asset classes. We use these values to score portfolio risk, assist advisors in portfolio construction, construct our

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The dawn of a new decade

The dawn of a new decade

🕔14:53, 9.Mar 2020

Forecasted returns and other considerations The world has been trying to find a new economic identity ever since the 2008 financial crisis. The journey has been arduous so far, with the scars of the financial crisis still quite raw. As

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Does Strong 2019 Spell Problems for 2020 and Beyond?

Does Strong 2019 Spell Problems for 2020 and Beyond?

🕔09:36, 24.Feb 2020

2020 Capital Market Assumptions Did we just “steal” the expected return for the next 18 months?  

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2020 Long-Term Capital Market Assumptions Q1 update

2020 Long-Term Capital Market Assumptions Q1 update

🕔06:44, 20.Feb 2020

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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Detecting Tipping Points

Detecting Tipping Points

🕔15:42, 18.Feb 2020

Asset classes views: Medium to long-term scenarios and return forecasts Central scenario: late cycle to continue and to be followed by a correction in the medium term We enter 2020 with the conviction that at this stage a slowdown is in the

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6 Themes. 5 Years. 1 Outlook

6 Themes. 5 Years. 1 Outlook

🕔17:00, 10.Feb 2020

We see single-digit and below-average returns from equities as global economies muddle through global growth restructuring. Valuations are at a more reasonable level but they could move slightly lower in the later stages of the economic expansion. Downward pressure on

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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 Read Full Article

2020 Long-Term Capital Market Assumptions Volatility and Correlation Methodology

🕔00:08, 5.Nov 2019 Read Full Article

Long-Term Capital Market Assumptions Executive Summary

🕔23:26, 4.Nov 2019 Read Full Article

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Which financial assets are well positioned and which ones are at risk as policy-makers brace for major COVID-19-induced demand shocks? Find out more in this piece.

‘Whatever it takes’: Fiscal Edition -> https://opiniopro.com/2020/03/ubp/whatever-it-takes-fiscal-edition/ #CentralBanks #china #coronavirus #credit #crisis #ECB #fiscalpolicy #fomc #COVID19 via
@UBP_Group

Middle Market Direct Lending: Benefits of Pursuing Both Sponsored and Non-Sponsored Transactions -> https://opiniopro.com/2020/03/franklin-templeton/middle-market-direct-lending-benefits-of-pursuing-both-sponsored-and-non-sponsored-transac/ #Banks #Credit #lending via
@FTI_Global

Eye on the Market: Man vs Nature -> https://opiniopro.com/2020/03/jp-morgan/eye-on-the-market-man-vs-nature/ #centralbanks #Fed #fomc #government via
@jpmorgan

@JPMorganAM

Can the world economy “afford” this scale of fiscal and monetary stimulus? -> https://opiniopro.com/2020/03/opiniopro-selection/can-the-world-economy-afford-this-scale-of-fiscal-and-monetary-stimulus/ #CentralBanks #coronavirus #FED #fiscalpolicy #fomc #inflation #COVID19 via
@Opinio_Pro

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