2023

Our Capital Markets and Asset Allocation Team provide an overview of the monetary policy changes in Australia, the US, Japan, and the Euro area. We also look at the broader economic impacts of the policy changes.

Our stochastic model simulates return distributions, enabling detailed analysis of outcomes and extremes. We examine historical asset class returns, including skewness and kurtosis, and demonstrate the potential impact on portfolios using non-normal distributions.

Portfolio modelling under different macro regimes Market experience has shown that economic conditions are constantly changing. Frontier Advisors’ Research Team has produced an advanced modelling...

Our US inflation model suggests moderation to around 2% by year-end, driven by declining shelter costs and moderate slowdown in economic growth. Labour market constraints and energy price uncertainties pose risks, impacting asset allocation and potential adjustments in Federal Reserve policy.