By Omnigence Asset ManagementLast updated
Improving the Efficient Frontier of Mixed Asset Portfolios with LMM Private Equity examines how lower mid-market private equity can contribute to portfolio efficiency in environments where traditional stock and bond diversification weakens. Using efficient frontier analysis, correlation modeling, and simulation-based scenarios, the paper evaluates the role of LMM private equity in positive stock–bond correlation regimes, including inflationary and stagflationary periods. The research highlights how structural characteristics of evergreen LMM strategies may support return efficiency and portfolio resilience across changing macroeconomic conditions.