EMHC - Risk Premia Forecasts: Major Asset Classes - March 2 2022

• As the world reels from the crisis, the blowback is rippling across the world economy and markets.
• The current risk premia analysis implicitly recommends managing expectations down for GMI and other global multi-asset-class portfolios.
• The mean reversion factor is estimated as the current price relative to the trailing 36-month moving average.

For further details see: