Q.M.S Advisors - Strategic Asset Allocation - Capital Markets Assumptions Methodologies
QMS Advisors' Approach:
QMS Advisors offers a review of its framework for deriving return, volatility and correlation expectations for sovereign and corporate bonds, equities, alternative investments (hedge funds, private equity, commodities and real estate), and foreign exchange. Our strategic asset allocation process involves 45 markets across seven asset classes for which our team provides long-term total return forecasts, volatility and correlation estimates. Our approach consists in obtaining a set of model-derived expectations, and to further refine our forecasts with numerous qualitative inputs; a process that relies on the contributions of a range of industry experts including economists, portfolio managers, and product specialists.