All Portfolio Management articles – Page 3
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White papers
Do better volatility forecasts improve risk-based portfolios?
MARS, our Multi-Asset Research Series, focuses on complex topics in the realm of multi asset to bring quantitative investment research back to Earth. This third edition completes our previous research on range-based volatility measures – or models that account for intraday patterns – by asking if such measures could improve the return profile of a risk-based portfolio.
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White papers
The Consumer and the Stock Market
As the “wealth effect” is driven less by house prices and more by investment markets, it may change our views on asset valuations and portfolio construction.
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Video
Meet the Manager: Orla Garvey
In our latest manager profile, Orla Garvey, Senior Portfolio Manager, reflects upon her career beginnings, explains why a healthy amount of humility goes a long way in her role, and offers her take on the macroeconomic outlook for the remainder of the year.
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White papers
Four critical elements for asset managers to meet the biodiversity challenge
Our biodiversity system is deteriorating at an alarming rate and its loss is causing damage not only to the natural world but to the wider planet, society, and the global economy.
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White papers
Global Asset Allocation Viewpoints: Time is running out
Most of the world’s largest economies are facing varying levels of slowdown, and the global growth outlook has deteriorated. In the 3Q Global Asset Allocation Viewpoints, our Global Insights team shares their perspectives on the rising recessions risks and other key themes impacting financial markets and portfolios in the quarter ahead.
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Video
Megatrends – Quality
(2:06) Client Portfolio Manager, Nicole Vettise asks why quality is more important now than ever for equity investors.
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Video
Megatrends – Value
(1:58) Client Portfolio Manager, Nicole Vettise examines the opportunities for value style equity investors in the current environment.
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Video
Megatrends – Non-US
(2:26) Client Portfolio Manager, Nicole Vettise considers why looking outside the US to regions like Japan could yield fresh opportunities.
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White papers
The case for commercial real estate as part of a well-diversified portfolio
The investment landscape has been significantly impacted by the shift in the Federal Reserve’s (Fed) monetary policy beginning in March of 2022.
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Video
Introduction to the Neuberger Berman US Long Short Equity Fund
(2:03) In this short video, Portfolio Specialist Kelly McMahon introduces the Neuberger Berman US Long Short Equity Fund, highlighting alpha opportunities on both the long and short side of the portfolio.
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Video
Introduction to the Neuberger Berman Uncorrelated Strategies Fund
(3:05) In this short video, Senior Portfolio Manager Fred Ingham introduces the Neuberger Berman Uncorrelated Strategies Fund, outlining why he believes allocating to a truly diversifying set of hedge fund strategies is key to investing in the asset class.
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White papers
Lessons from the Boxing Ring
Wai Lee, co-head of Systematic Research at Allspring, explains how investors can learn from the boxing world to determine the combination of portfolio techniques that fits their needs and may help reduce portfolio risks.
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White papers
Climate Bond Investing: Reduce the Carbon, Fund the Transition
We believe climate change is one of the biggest risks in investment portfolios today. But, with this risk also comes tremendous investment opportunity, as the economy reworks against the impact of climate change.
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White papers
What to Expect When Expecting A Recession: A CIO’s Guide to Interpreting the Probability of Recession (PGIM IAS, June 2023)
Recessions are a regularity of the economic landscape. While each recession has its own unique set of characteristics, recessions share common attributes with implications for portfolio construction and asset allocation decisions.
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Podcast
Megatrends: Personalized Investing
Megatrends can influence how we invest but what happens when it blends technology, investment acumen, and human expertise? Manju Boraiah discusses what personalized investing means to financial advisors and clients.
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White papers
Augmenting Investment Decisions with Robo-Advice
We study the introduction of robo-advising on a large representative sample of Employee Saving Plans. Differently from many services that fully automate portfolio decisions, our robo-advisor proposes investment and rebalancing strategies, leaving investors free to follow or ignore them. We investigate the resulting human-robot interactions and show that with the robo-service investors increase their attention to the portfolio, their investment in the plan and their equity exposure.
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Podcast
Building Portfolio Resiliency with Compounding Income
Join Kevin Johnson, CFA, head of Platform Distribution, and Christopher Lee, CFA, senior portfolio manager on the Plus Fixed Income team, as they discuss the current market environment and how adding short duration income to a portfolio may help investors find consistency through inconsistent markets.
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White papers
PM Spotlight: A Mathematician Managing Munis
Nick Venditti, Senior Portfolio Manager of Municipal Fixed Income, has an exceptional background in municipal bond risk. Read this issue of PM Spotlight to learn about his approach to the asset class.
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White papers
Is There A Need For A Chief Liquidity Officer?
Many institutional investors have a Chief Risk Officer assisting the CIO to measure and monitor portfolio volatility. However, for many long-term investors (e.g., pensions, sovereign wealth funds and defined contribution plans) volatility comes and goes and volatility risk is rarely life-threatening. In contrast, liquidity events can create a sudden and unexpected need to raise cash and can threaten a fund’s survival.
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White papers
Do volatility forecasts benefit from range-based measures?
MARS, our Multi-Asset Research Series, focuses on complex topics in the realm of multi asset to bring quantitative investment research back to Earth. In this second issue, we continue to explore range-based volatility measures and consider their advantages to improve volatility forecasts versus other estimators.