An explanation of how to derive forward-looking return and risk assumptions for asset classes, and how to use these capital market assumptions to set expectations and build portfolios that deliver better outcomes.
[timeless]
Q2 hedge fund letters, conference, scoops etc
Capital Markets Expectations
Asset Class Expected Returns
Why Are Expected Mainstream Asset Returns Paltry?
Bonds: Long-Term Return Expectations
Bonds: Future Returns Follow Starting Yields
Bonds: Future Returns Follow Starting Yields
Bonds: Future Returns Follow Starting Yields
Bonds: Future Returns Follow Starting Yields
Bonds: Future Returns Follow Starting Yields
Mainstream Equities
Equities: Long-Term Return Expectations
Equities: Future Returns Follow Starting Earnings Yields
Equities: Future Returns Follow Starting Earnings Yields
See the full slide here by Research Affiliates
