Read our long-term return assumptions for alternatives. For investors looking to alternatives, thoughtful allocation and manager selection remain critical.
Themes from the quarterly Quantitative Beta Research Summit
The reality—or the specter—of ultra-low or negative interest rates, and the journey to them, involves broad impacts on asset classes, particularly alternatives.
This paper, written by Pierre-Yves Bareau, analyzes the emerging market debt sectors and its strategic implications over the coming quarter.
We are upgrading our view on equities to reflect early signs of an upturn in macroeconomic data, falling recession risk and an increase in the chance of at least a limited U.S.-China trade deal.
Refined and expanded over 23 years, our in-depth, proprietary process provides 10- to 15-year risk and return projections for more than 50 strategy and asset classes.
We may not be outright US dollar bulls, but fundamentals and quantitative valuation factors both suggest that investors are currently too negative on the currency.
Key findings from the Multi-Asset Solutions Strategy Summit
We emerged with a cautious near-term view from our latest quarterly strategy meeting in early September. In our base case scenario, the global economy is expected to narrowly avoid recession and continue to grow, albeit much more slowly.
U.S. equities posted an upgrade in J.P. Morgan’s 2020 long-term return outlook. Explore detailed forecasts across global markets.