February 4, 2019
We update our estimates of medium-term (5- to 10-year) expected returns for major asset classes, including private equity and private real estate.
Read moreJanuary 31, 2019
We lay out a framework for expected returns for private equity that is based on a discounted cashflow framework similar to what we use for public stocks and bonds.
Read moreJanuary 29, 2019
Can individual factors be reliably timed based on their recent performance? This study of 65 widely-studied, characteristic-based equity factors aims to find out.
Read moreOur Approach
Cliff's Perspectives
February 25, 2019
Cliff offers some insights into the world of smoothed returns with a healthy dose of satire.
Read moreOur History
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