The Case for uncorrelated returns

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<title>Case for uncorrelated returns</title>
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<namePart>Bullock, Matthew</namePart>
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<abstract displayLabel="Summary">Extreme monetary policy since the global financial crisis has distorted capital markets such that asset prices are defYing investment fundamentals. Equity markets are no longer being driven by growth and profitability while bond yields have in many instances turned negative. Nearly a decade of quantitative easing (QE) has provided a tailwind for traditional asset classes, leading to elevated valuations, but it has done little to boost either growth or inflation. To add further complexity, populism has had a dramatic effect on recent referendums and elections around the world, raising concerns that protectionism may reverse three decades of globalisation.</abstract>
<note type="statement of responsibility">Manuel Kalbreier, Matthew Bullock, Paul Skinner</note>
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<publisher>London : Euromoney Institutional Investor PLC, 1981-</publisher>
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<identifier type="issn">0953-5640</identifier>
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<text>01/06/2017 Número 6 - junio 2017 , p. 56-57</text>
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