Expected ReturnsExpected ReturnsExpected ReturnsExpected Returns
  • About
  • Samples
    • Sample Research
    • Newsletter Sampler
  • Resources
    • Research Library
    • Quarterly CAPE Ratios
  • Podcasts
    • 2017
    • 2018
    • 2019
    • 2020
    • 2021
    • 2022
    • 2023
SUBSCRIBE FREE
✕

Expected Returns

February 17, 2017

Nice piece from AQR on how they construct their capital market expected returns.

Chart then download:

—-

—-

Downloads

Capital Market Assumptions for Major Asset Classes

Website

https://www.aqr.com/

Search Library

✕

Quick Links

Quarterly CAPE Ratios

Recent Research Pieces

  • Time for 2024 Outlooks!
    November 26, 2023
  • U.S. Active/Passive
    November 19, 2023
  • Pricing Power
    November 12, 2023
  • What Drives Total Shareholder Return?
    November 5, 2023
  • The Japanese Equity Market
    October 29, 2023

Copyright © The Idea Farm. All Rights Reserved.

Privacy Policy | Terms of Use

Our Investing Mission

One of the challenges of successful investing is getting access to high quality ideas – the old “finding the signal in the noise” problem. Often, investors do not have access to (or the funds) to subscribe to many of these private publications, some of which can cost well over $100,000 per year.

To help our readers, as well as try to find some investments gems ourselves, we have an exclusive, private email list called The Idea Farm.

Contact Us

  • This field is for validation purposes and should be left unchanged.
Website designed and developed by Morningtide Design, LLC.