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.
Listen to previous series on a variety of investment topics, asset classes and current themes
Learn how J.P. Morgan creates customized plans to help clients implement a liability driven investment (LDI) strategy.
A roundtable interview with the Multi-Asset Solutions team at J.P. Morgan Asset Management
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 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
NEST announced today (15 May) that it has awarded a high yield bond mandate to J.P.Morgan Asset Management to further diversify members��� portfolios and offer attractive returns in an otherwise low-yielding fixed income environment.
An interview with Scott Simon, the CIO of Colorado Fire & Police