Letter From David Remstein

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Welcome to the latest issue of the J.P. Morgan Investment Analytics & Consulting newsletter, which aims to provide informative and thought-provoking articles on topics relating to portfolio optimization. In this issue, we analyze the investment return and diversification benefits of commodities, explore the growing trend of Socially Responsible Investing, and delve into univariate volatility models and assess their prediction power.

We welcome your thoughts and suggestions, and hope that this issue provides you with useful information.

David Remstein

David Remstein
Managing Director and Global Executive
J.P. Morgan Investment Analytics & Consulting
david.m.remstein@jpmorgan.com

To view the next article, Hot Commodities: Where do they fit?, click here.