Flirting with Models

The Research Library of Newfound Research

Tag: capital market assumptions

Managing Capital Market Assumption Risk

A robust portfolio is better than an optimal one. Mitigating the risk of incorrect capital market assumptions is important in mean variance optimization.

J.P. Morgan Outlook Implies Satellite Bonds Are King

J.P. Morgan's 2016 capital market assumptions imply that satellite bonds are king and core stocks and bonds must be complemented with alternative exposures.

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