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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.
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.
In this paper, we discuss the risks and impact valuation of assets has on member equity in the superannuation industry. We examine the need for robust valuation governance frameworks for unlisted investments and the recent regulatory changes.