Is Winter Coming Again? Low Expected Returns Everywhere

CFA Society Switzerland
  • Englisch
Overview Low expected returns are a broad investment challenge which have become even worse in 2020 for bond-oriented portfolios. This challenge which applies to all asset classes (not just bonds), may be particularly hard for Swiss investors, and is often underappreciated because historical returns remained benign in 2010s and expected returns are less visible outside bonds. In this presentation, Antti Ilmanen will quantify the challenge through AQR’s capital market assumptions (highlighting the changes made in 2020) and will investigate some popular solutions among global institutional investors. Learning Outcomes Popular solutions for low expected returns such as: - Bearing more equity-like risk - Larger allocations to illiquid private assets - Factor risk premia investing - Different methods to protect portfolios against sudden tail events.
  • Finanzwirtschaft
  • Risk- und Portfolio Management
  • Wealth Management
CFA Society Switzerland
041 74 100 74
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