Long-term Capital Market Return Assumptions 2011
Expected returns and correlations of asset classes.
Expected returns and correlations of asset classes.
Expected returns and correlations of asset classes.
Executive Summary. Prolonged period of delevraging could mean low interest rates; subdued growth.
Full 62-page report with analysis of all asset classes.
Market recap for the week, with consymer confidence & equities chart, economic data calendar, & market statistics
What to expect in the next 15 years.
Chart of JPM's long-term capital market return assumptions. Deleveraging will depress growth while risk assets should offer decent returns
Executive summary of JPM's long-term capital market return assumptions for 2013
Full report detailing JPM's long-term capital market return assumptions for 2013
LTCMRA Assumptions White Paper US
(All sites are in English)