All Asset allocation articles – Page 21
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White papersQuantitative Easing: The End Of The Road For Pension Investors?
Has central banks’ Quantitative Easing (QE) been a blessing or a curse for investors?
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White papersHarnessing the illiquidity premium
There is a general consensus that an illiquidity premium exists and the benefits of investing in illiquid credit are well understood. Yet illiquidity constraints create risks and restrict the ability of investors to react quickly to market movements. In order to harness the illiquidity premium while remaining mindful of the inherent risks, investors need to challenge assumptions about current liquidity conditions and maintain flexibility and an open mind.
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White papersBarometer: The investment landscape in 2020
The dollar’s bull run should come to an end, weighing on US equities. Emerging market debt, European equities and value stocks have the potential to outperform.
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White papersCase for GDI – A Diversified Approach to Risk-Adjusted Income
Seeking to maximize income per-unit of risk with a dynamic, multi-asset multi-manager solution. The theme of late-cycle volatility, spurred by geopolitical tensions and slowing global growth, has been well documented. Low global interest rates continue to present challenges to meet income needs and control risk.
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White papersBarometer: The gloom lifts a little
Central banks are opening the liquidity taps again, easing concerns over growth and corporate profits. Prospects for emerging market assets look better as a result.
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White papers
Cross Asset Investment Strategy - November 2019
CIO Views - Limb for markets will not last forever
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White papersTargeting positive returns in an uncertain climate
A decade after the global financial crisis, the uncertain economic conditions it ushered in continue to starve Europe’s investors of returns
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White papersPartners Group: gaining from long-term tailwinds
Private markets, including equity and debt, infrastructure and real estate, stand out as a high-margin part of the asset management sector that is still expanding, with returns higher than those delivered by public markets.
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White papersPositioning Across Asset Classes as Global Risks Mount
As global economic growth enters a period of likely protracted weakness, investors should revisit their exposures. From a multi-asset perspective, focus on surprisingly resilient high-yield credit and higher quality equities, while reducing exposure to parts of the market that are most vulnerable to trade tensions.
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White papersBarometer: Struggling for inspiration
European stocks are a bright spot in an otherwise uninspiring equity market.
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White papersBuilding Your DGF for the Journey Ahead
Too many Diversified Growth Funds (DGFs) have left UK investors disappointed with performance. In this paper, we show how a DGF can be designed with clear objectives, constructed using guidelines that are genuinely outcome-oriented, and then managed to achieve its objectives.
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White papersBeneath the Surface
This quarter, Neuberger Berman’s Asset Allocation Committee Outlook focuses on how surfaces can hide complexity and opportunity. As the S&P 500 Index breaks new records even as U.S. Treasury yields fall in anticipation of rate cuts, we believe it is time to be more cautious in overall stock and bond allocations.
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White papersInvesting in an era of heightened risk velocity
For investors navigating current market conditions—an environment where a single tweet can change the market direction and momentum—it is not just the risks themselves that are challenging but also the elevated pace at which risks can move from peripheral threats to portfolio impacts. We call this “risk velocity.” This paper explores the primary drivers for this phenomenon and potential asset allocation implications.
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White papersCross Asset Investment Strategy - October 2019
Over the past few weeks markets have fluctuated between positive news around geopolitics (US-China trade talks, Italy and receding risks of no-deal Brexit) and not so good news around economic data (German recession, US manufacturing and Chinese slowdown). This led to a rebound in equities and a rise in core bond yields.
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White papersMachine Learning Optimization Algorithms & Portfolio Allocation
Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient from a computational point of view. However, it also has one well-established failing since it can lead to portfolios that are not optimal from a financial point of view (Michaud, 1989). Nevertheless, very few models have succeeded in providing a real alternative solution to the Markowitz model.
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White papersWhitepaper: A Great Time to Be Agnostic?
CME Group recently collaborated with Pensions & Investments (P&I) to survey the attitudes and allocation preferences of today’s institutional investors, given the current market environment and the use of alternative investment strategies.
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White papersGlobal Investment Views - October 2019
Stay Agile Amid High Uncertainty
Over the past few weeks markets have fluctuated between positive news around geopolitics (US-China trade talks, Italy and receding risks of no-deal Brexit) and not so good news around economic data (German recession, US manufacturing and Chinese slowdown). This led to a rebound in equities and a rise in core bond yields. -
White papersRefining Risk Management for an Uncertain World
Investors are facing a strategic conundrum in a world of vast political, macroeconomic and market risks. In this environment, generating a better risk/return balance requires a deeper understanding of the sources of risk across asset classes and new data analysis techniques.
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White papersPortfolio Risk Management: A Multidimensional Perspective
Asset allocation, effective portfolio design and dynamic management have always been powerful tools for battling volatile markets, but risk has come into even sharper focus lately. Economic growth is slowing, yields are low and stocks have taken several tumbles. Investors are looking for new ways to tackle risk.
