An overview of our 2018 assumptions illustrated in an easy to read infographic.
LTCMA 2019 Theme: Will debt be a drag? Dealing with the upward shift in government debt.
The cost of capital in China's changing markets
A stable to improving alpha outlook offsets the beta drag
LTCMA 2017 Macroeconomic Assumptions
LTCMA 2019 Theme: Surviving the short term to thrive in the long term. Building investor resilience in a downturn.
Public Pension Newsletter for website
Our expectations for returns, volatilities and correlations, arranged in an easy-to-reference matrix format.
Factor Risk Mangement: A generalized methodology for multi-asset class portfolios. Demystifying portfolio risk through greater transparency.