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Introducing the latest edition of Long-Term Capital Market Assumptions

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J.P. Morgan's Long-Term Capital Market Assumptions provides risk and return expectations, over a 10- to 15-year horizon, for more than 50 asset and strategy classes. The product of in-depth analysis and J.P. Morgan's best thinking, our assumptions are designed to inform asset allocation decisions.

The 2017 edition considers the far-reaching effects of what we expect to be an extended period of policy normalization that will have profound implications for all asset class returns.

Full report

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Executive summary

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Assumptions matrices

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A comprehensive analysis of our forecasts and critical investment themes

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An overview of our macro and asset class assumptions
 

View summary

The full set of long-term return, volatility and correlation estimates

View matrices

Podcast series

The highlights of our long-term research and best thinking are now also available as podcast episodes below and on iTunes. Listen to our experts as they dive deep into the five most popular topics.

     
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Alternative strategy assumptions

Should investors fear an erosion of the illiquidity premium?
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Equity market assumptions
Where can investors find sustainable sources of return?
 
PLAY EPISODE

Submit here for CFA credit
PLAY EPISODE

Submit here for CFA credit
     
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Fixed income assumptions

What are the bright spots in fixed income?
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An analysis of productivity
Why has productivity slowed down in the last ten years?
 
PLAY EPISODE

Submit here for CFA credit
PLAY EPISODE

Submit here for CFA credit
 
     
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Global credit cycles

How should investors view deleveraging since the financial crisis?
   
PLAY EPISODE

Submit here for CFA credit


 
   

John Bilton, Head of Global Multi-Asset Strategy, discusses the themes of our 2017 Long-Term Capital Market Assumptions.




   


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