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.
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
Full report detailing JPM's long-term capital market return assumptions for 2013
Market recap for the week, with consymer confidence & equities chart, economic data calendar, & market statistics
How to enhance portfolio returns while limiting investment costs
In this paper, Rupert Brindley discusses why the concept of the forward rate of interest is central to fixed income investing, and how it informs long-term forecasting processes.
Factor investing through the cycle
With volatility in FX markets close to all-time lows, we explore the rising risks that could see larger moves in currencies going forwards.
A condensed version of the full report with a synopsis of our macro and asset class assumptions. US version.