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.
The ECB’s forceful stimulus package surprised investors with an open-ended approach to a relaunched QE—asset purchases of €20 billion per month will continue until inflation starts to rise.
Our expectations for returns, volatilities and correlations, arranged in an easy-to-reference matrix format.
Pension Pulse Summer 2018
Full 62-page report with analysis of all asset classes.
A possible change in Chinese currency policy?
JP Morgan's 2019 Long-Term Capital Market Assumptions
J.P. Morgan 2019 LTCMA Alternative Assumptions