Long-term Capital Market Return Assumptions 2011
Expected returns and correlations of asset classes.
Expected returns and correlations of asset classes.
2011 estimates and the thinking behind the numbers. Executive summary
The Realization: A new world. A new normal. A tectonic shift. The transition of global real assets into mainstream portfolio allocation.
Expected returns and correlations of asset classes.
Executive summary of JPM's long-term capital market return assumptions
Executive Summary. Prolonged period of delevraging could mean low interest rates; subdued growth.
Full 62-page report with analysis of all asset classes.
What to expect in the next 15 years.
2014 has brought a turning point in that economic growth and market returns have stabilized, while the world economy has returned to normal. In this paper, discover how JPMC's long-term assumptions (from the last decade) have stood the test of time.
LTCMRA Assumptions White Paper US
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