Full 62-page report with analysis of all asset classes.
Expected returns and correlations of asset classes.
LTCMRA Assumptions White Paper US
Emerging Market Equity Views : Favorable global cycle and USD outlooks create a positive environment
While tariffs remain a concern, the key issue is the degree—which we deem moderate—of U.S. recession risk. The current global backdrop makes the U.S. dollar unlikely to strengthen. Earnings growth expectations are modest, valuations are undemanding
Hedged equity (or options overlay) strategies can provide higher risk-adjusted returns over broad-based equity indexes, in part by using options to minimize the impact of market disruptions and downturns.
The global COVID-19 outbreak, and the government-mandated lockdowns that ensued, caused risk assets to drop at an unprecedented pace over the first quarter of 2020.
This research examines the evolution of baby boomer balance sheets and attempts to assess and quantify its implications for markets and investors.
Insights and implications from the Multi-Asset Solutions Strategy Summit
What to expect in the next 15 years.
This paper outlines the potential investment implications of IFRS 9 on bond and equity investment strategies