After a series of unprecedented events in the global economy, triggered by the COVID-19 financial crisis, investors and economists alike may see themselves at quite an inflection point in the markets. Coming out of a time of uncertainty, taking into consideration current market conditions, how could the investment landscape evolve in the years ahead? Senior Portfolio Manager and Head of Tactical Asset Allocation at Neuberger Berman, Robert Surgent, joins Anu Rajakumar on Disruptive Forces to speak about the macroeconomics at work in today’s markets, as well as evaluate what has happened in the past to see what the investment possibilities could be over the course of the next decade and beyond.
The Deal or No Deal of Event-Driven Investing
(19:48) Exploring the nuances of event-driven investing in today’s markets, we attempt to answer: how do the deals get made? And what happens when they don’t?
The More Things Change, Part II
Banking stresses may have tightened conditions enough for policymakers to pause their hiking cycles indefinitely.
PutWrite strategies can improve the risk-return efficiency, liquidity, flexibility and cost-effectiveness of investor portfolios.
Silicon Valley Bank: Market Reaction and Implications
In this bulletin, we provide our view of the events of the last week and their implications for the bank sector.
At the Crossroads, Seeking Direction
Faced with historically inverted yield curves, unbalanced equity markets and economic conditions unseen for 40 years, investors are agonizing over their next steps.
The Chatbot Phenomenon
(18:58) Could chatbots and artificial intelligence take over? Or simply change the way we work?
ESG: Making Sense of the Mudslinging
What ESG, sustainable investment and impact investment mean at Neuberger Berman, and how they are consistent with active management and the diverse needs of our clients.
Commodities: From Destocking to Restocking
The micro and macro factors weighing on commodities since last summer are starting to reverse—and secular tailwinds are building.