This week’s reads centres on a common issue for allocators: whether portfolio assumptions still hold as the cost and availability of capital change. AI financing is moving rapidly from an equity story into credit markets, monetary policy has shifted again, while new long-run evidence provides a useful challenge to the way historical returns are used in strategic asset allocation.

This week’s Infundly Research Reads focuses on how investment outcomes are shaped not just by asset allocation, but by the structures, assumptions and decision frameworks behind it. The selected research covers active versus passive success rates, target-date glidepaths, AI-enabled investment processes, capital-market assumptions, fund flows and tactical asset allocation, all with direct relevance for professional fund selectors and allocators.