J.P. Morgan 2019 LTCMA Equity Market Assumptions
Modestly but steadily lower returns
LTCMA 2019 Theme: The evolution of market structure. Managing illiquidity risk across public and private markets.
In lower cost, liquid vehicles, alternative risk premia strategies can strengthen a risk-return profile.
LTCMA 2019 illustration managing illiquidity risk across public and private markets.
This executive summary gives a broad overview of our 2018 Long-Term Capital Market Assumptions.
A stable to improving alpha outlook offsets the beta drag
This executive summary gives a broad overview of our 2019 Long-Term Capital Market Assumptions.
Our expectations for returns, volatilities and correlations, arranged in an easy-to-reference matrix format.
JP Morgan's 2019 Long-Term Capital Market Assumptions