John Bilton, Head of Global Multi-Asset Strategy, discusses the themes of our 2017 Long-Term Capital Market Assumptions.
Factor Risk Mangement: A generalized methodology for multi-asset class portfolios. Demystifying portfolio risk through greater transparency.
Michael Cembalest, in his annual energy paper discusses the deep de-carbonization of electricity grids.
Demand/supply dynamics are creating investment opportunities in several value-added real estate subsectors.
Revealing the alternative beta in hedge fund returns
In this paper, Rupert Brindley discusses why the concept of the forward rate of interest is central to fixed income investing, and how it informs long-term forecasting processes.
Learn how J.P. Morgan partners with E&F clients to examine their requirements and meet their investment objectives.
Learn how applying Strategic beta can help investors access the benefits of active investments through a passive strategy. This case study also reveals how hese strategies look to address deficiencies in traditional market-cap weighted and single-factor i
Alternative beta as part of a broad hedge fund portfolio.
An interview with Scott Simon, the CIO of Colorado Fire & Police