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Introducing the 21st Edition of Long-Term Capital Market Assumptions

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J.P. Morgan's Long-Term Capital Market Assumptions provides risk and return expectations, over a 10- to 15-year horizon, for more than 50 asset and strategy classes. The product of in-depth analysis and J.P. Morgan's best thinking, our assumptions are designed to inform asset allocation decisions.

The 2017 edition considers the far-reaching effects of what we expect to be an extended period of policy normalization that will have profound implications for all asset class returns.

Full report

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Executive summary

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Assumptions matrices

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A comprehensive analysis of our forecasts and critical investment themes

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An overview of our macro and asset class assumptions
 

View summary

The full set of long-term return, volatility and correlation estimates

View matrices

Podcast series

The highlights of our long-term research and best thinking will now also be available as podcast episodes below on our website and to download via iTunes. Listen to our experts as they dive deep into the five most popular topics of our and developments.

Available now!

 

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Equity market assumptions
Where can investors find sustainable sources of return?
 
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Fixed income assumptions
What are the bright spots in fixed income?
 
PLAY EPISODE

Submit here for CFA credit
PLAY EPISODE

Submit here for CFA credit

 
   
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An analysis of productivity
Why has productivity slowed down in the last ten years?
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Global credit cycles
How should investors view deleveraging since the financial crisis?
 
     
PLAY EPISODE

Submit here for CFA credit
PLAY EPISODE

Submit here for CFA credit
 
     

More episodes coming soon

Alternative strategy assumptions
Release date: Feb 2, 2017


 
   

John Bilton, Head of Global Multi-Asset Strategy, discusses the themes of our 2017 Long-Term Capital Market Assumptions.




   


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