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Risk Premia Forecasts: Major Asset Classes – February 2, 2022

Risk Premia Forecasts: Major Asset Classes - February 2, 2022

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The expected risk premium for the Global Market Index edged down in January from the previous month’s estimate. Using short-term momentum and medium-term mean-reversion market factors to adjust the forecast reduces GMI’s ex-ante risk premium to an annualized 5.4%.

...read full article on Seeking Alpha

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