All Risk Management articles – Page 4
-
White papers
Earnings Remain Key in a Confusing Macro Picture
Macro uncertainty is high, but the earnings season has been solid—and not only in the U.S.
-
White papers
Institutional investors’ approaches to responsible investing
In this paper, we aim to understand institutional investors’ approach to responsible investing, which has become an important consideration in many investors’ portfolio management decisions. We conduct in-depth qualitative interviews with more than twenty institutional investors – mostly consisting of pension plans and central banks –, and complement our insights with relevant findings from academic literature.
-
White papers
Multi-asset: a cycle without a textbook?
The year 2024 begins in a market cycle that is far from textbook. What types of scenarios might this give rise to? We outline the possibilities in this quarterly edition of Simply put. Notably, our projections suggest that we are at the dawn of a challenging period for Sharpe ratios, where risk-taking could be poorly rewarded.
-
White papers
Some Credit for Active Management
Tempted by high yield? Here’s why we think investors may want to consider resisting the temptation to invest passively.
-
White papers
Allview: Market Risk Monitor - December 2023
Each month, Allspring’s Investment Analytics team assembles a top 10 list of market risks that it believes have the potential to influence investment portfolios.
-
White papers
Building a regime-resistant, long-run allocation in multi asset
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 fourth edition considers how to bridge the gap between existing approaches – the multi-regime distribution of assets and risk-parity investing – in order to optimise risk-based portfolio construction.
-
White papers
Fed Meeting Impact: Is It More Than You Realize?
This paper discusses how Federal Open Market Committee (FOMC) meetings have a significant impact on options pricing, creating risks and opportunities for investors employing options-based strategies.
-
Podcast
Climate Action 1,2,3!
As long-term infrastructure investors, it is vital that we manage the risks and opportunities presented by climate change and the energy transition. Our target is to achieve net zero emissions in our portfolio by 2050.
-
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.
-
Video
Introduction to the Neuberger Berman Tactical Macro Fund
(6:46) In this short video, Lead Portfolio Manager, Bob Surgent introduces the Neuberger Berman Tactical Macro Fund, highlighting some of the key characteristics he prioritizes for macro investing strategies.
-
Video
Neuberger Berman Global Equity Megatrends Fund
(4:04) In this short video, Client Portfolio Manager, Nicole Vettise looks at some of the key trends driving equity markets and examines how the Neuberger Berman Global Equity Megatrends Fund could tap into these.
-
White papers
How long will convexity disappoint?
These are uncertain times – be it regarding growth, inflation, or the extent of rate hikes. And yet, the level of one of the most common measures for volatility – the famous VIX index – has not budged much since 20 March and the end of the fast-paced banking crisis. This raises two principal questions about volatility and convexity, which we explore in this weekly edition of Simply put.
-
White papers
Multi asset: taming of the skew
The return distributions for risk assets have taken on a positive asymmetry of late. This quarterly edition of Simply put asks what could trigger the normalisation of return asymmetry and what would the consequences be for risk-based investors?
-
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.
-
White papers
“Investing at a Crossroads” Revisited
Nine months ago, we set out a playbook for the transition to the new investing environment—here’s why it still applies as the rates cycle peaks and inflation eases.
-
White papers
Allspring Climate Transition Fixed Income Strategies
As the world transitions towards net-zero emissions, Allspring’s clients increasingly want to decarbonise their assets. We explain how our climate transition strategies enable this.
-
White papers
ESG Viewpoint: what makes supply chain due diligence effective?
Working conditions in supply chains remains a challenging issue that spans virtually all sectors and geographies.
-
White papers
Turning Less into More: How to Improve Equity Outcomes by Reducing Risk
In a world of macroeconomic and market uncertainty, the fear of losing money may deter investors from seeking to capture equity return potential. Is there a way to stay confident when volatility strikes?
-
White papers
Appetite for destruction
Cattle ranching remains the main driver of deforestation in the Amazon, with land cleared for grazing or the production of soy for animal feed. Sonya Likhtman and Joanne Beatty explain how we challenge companies on their supply chains to preserve and restore this important habitat.
-
White papers
What ‘Data-Dependent’ Feels Like
As central banks become more “data-dependent,” will monetary policy become less predictable and markets potentially more volatile?