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.
The highlights of our long-term research and best thinking are now also available as podcast episodes below and on iTunes. Listen to our experts as they dive deep into the five most popular topics.
![]() Alternative strategy assumptions Should investors fear an erosion of the illiquidity premium? |
![]() Equity market assumptions Where can investors find sustainable sources of return? |
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PLAY EPISODE Submit here for CFA credit |
PLAY EPISODE Submit here for CFA credit |
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![]() Fixed income assumptions What are the bright spots in fixed income? |
![]() An analysis of productivity Why has productivity slowed down in the last ten years? |
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PLAY EPISODE Submit here for CFA credit |
PLAY EPISODE Submit here for CFA credit |
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![]() Global credit cycles How should investors view deleveraging since the financial crisis? |
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PLAY EPISODE Submit here for CFA credit |
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