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.
Full report detailing JPM's long-term capital market return assumptions for 2013
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
In lower cost, liquid vehicles, alternative risk premia strategies can strengthen a risk-return profile.
This paper considers the role an enhanced allocation to real assets can play in portfolios during various stages of the pension life cycle.
Adding credit exposure to defined contribution (DC) defaults via an unconstrained multi-asset credit fund has the potential to enhance risk-adjusted returns and improve outcomes for DC plan members.