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JP Morgan's Long-Term Capital Market Assumptions (LTCMAs) provide forward-looking estimates of risk, return, and correlations for major asset classes. The assumptions are available through interactive tools that allow investment professionals to develop strategic asset allocation models, test portfolio constructions, and evaluate the impact of different market scenarios on investment outcomes.
Specialized modeling software for developing forward-looking return, risk, and correlation expectations across asset classes that serve as inputs to strategic asset allocation models.
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