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Index Investor for May 2010

May 2010 Issue: Key Points
Global Asset Class Returns
Uncorrelated Alpha Strategies Detail
Overview of Our Valuation Methodology
Table: Market Implied Regime Expectations and Three Year Return Forecast
Table: Fundamental Asset Class Valuation and Recent Return Momentum
Investor Herding Risk Analysis
This Month's Letters to the Editor: New Advocacy of Dynamic Asset Allocation; How to Limit Volatility While Still Achieving the Goal of Hedging Inflation Risk? Many Asset Classes Overvalued Today, Would it be Prudent to Reduce One's Exposure to Them?
Feature Article: The Critical Challenges Posed by Leverage and Legitimacy
Global Asset Class Valuation Updates Detail through April 30, 2010
Product and Strategy Notes: "The $100 Billion Question" by Andrew Haldane; Confirmation of Diversification in Portfolios; Growing Concerns of Credit Quality; Inflation Risk and the Inflation Risk Premium; Windham Capital's Mark Kritzman - Principla Components as a Measure of Systemic Risk; Timber; and Algorithmic Trading Programs - the Crash


May 2010 PDF


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