🎙️ podcast Analysis December 23, 2025 Thoughts on the Market

The Efficient Frontier Flattens: When Risk No Longer Pays

Multi-Asset Strategy Fixed Income Global Equities
Conviction MEDIUM
Risk Profile 1.7/10 (MODERATE RISK)
Horizon 10 years
Signal Snapshot Core Theme: Multi-Asset

Traditional 60-40 portfolios deliver adequate risk-adjusted returns

Risk premiums compressed, efficient frontier flattened significantly

AI correlation changes; International equity outperformance

Executive Summary

Morgan Stanley's Chief Cross-Asset Strategist projects the US equity risk premium has compressed to just 2%, while emerging markets show negative 1% risk premiums. This structural shift fundamentally alters portfolio construction mathematics. The efficient frontier has flattened, meaning additional risk no longer translates proportionally to additional return. Traditional 60-40 portfolios face a decade of 6% annual returns versus historical 9% averages. However, the quality transformation of equ...

Key Investment Opportunity

European and Japanese Equity Outperformance

Morgan Stanley projects 8% annual returns for European and Japanese equities versus 6.8% for S&P 500, suggesting relative value opportunity in international developed markets

...and 1 more investment opportunities

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