Demographics, Age and Expected Market Returns.

PRS-ICRG’s proprietary trading office uses a range of inputs into its selection and allocation efforts, including our own ICRG data and risk forecasts.

As such, we’ve always been appreciative of the work done by Campbell Harvey, Claude B Erb, and Tadas E Vaskanta, since they have backtested our data for accuracy and relevance as well as used it in portfolio construction in a number of published articles.

In this interesting piece sent to us this morning from our Montreal research people, the authors use our ICRG data to delineate the empirical relationship between the average age of a population and expected market returns.

Risk exposure plays a key role.  Have a look when time permits.
(https://lnkd.in/eSQjpdCw)

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