Insights
White Paper
The Solvency Sharpe Ratio: Strategic Asset Allocation for Insurers
New approaches to Strategic Asset Allocation for increasingly complex insurance balance sheets.White Paper
Equity Portfolio Construction: Filling the Gap Between Alpha and Beta
Separating equity alpha and beta is a good first step—but could investors be doing more in the space left between them?White Paper
Mitigating Inflation Risk at Lower Opportunity Cost
Inflation-mitigating allocations can drag on returns when inflation is subdued: diversifying and tactical allocation can help.White Paper
Simply Put(Writing)
PutWrite strategies can improve the risk-return efficiency, liquidity, flexibility and cost-effectiveness of investor portfolios.White Paper
Quantitative Investing in China A Shares
How China’s retail investors create a rich opportunity set for quantitative strategies.White Paper
An Insurers’ Guide to Below-Investment Grade Exposure: The Platform Approach
Exploring the advantages of a broad platform approach to fixed income and credit for insurance company investors.White Paper
Survive and Thrive: Late-Cycle Investing
Late-cycle is arguably the most challenging time for investors and asset allocators.White Paper
Index Option Writing Strategy Benchmarks
How the continued success of option strategies arguably depends on the investment industry’s ability to consistently benchmark the strategies.White Paper
FX Markets: What’s Top-Down and What’s Bottom-Up?
Introducing a new five-factor model of the global, top-down determinants of foreign-exchange returns.White Paper
The Term Premium Conundrum
What is the “term premium”, why is it so low, why might it rise—and what does it mean for investors?White Paper
Diversifying into Insurance Risk Premia
How Insurance Linked Securities can potentially improve the diversification in an institutional portfolio.White Paper
Life after LIBOR
The all-important LIBOR benchmark is likely to disappear after 2021. What does that mean for investors?White Paper
ESG for EMD: Toward Best Practice
A serious approach to ESG in emerging markets is increasingly a proprietary approach.White Paper
ESG Investing: An Active Approach to Long-Term Value Creation
At Neuberger Berman, we believe active management is a demonstrably better approach for investors seeking ESG integration in their investment portfolios.White Paper
Strength in Numbers
Volatility and correlations are rising. Here are three liquid, high-value proposition quant-investing ideas to fortify portfolios.White Paper
Combining Public and Private Debt: Considerations for Investors
We believe there are a number of good reasons fixed income investors should consider a one-portfolio public/private debt solution.White Paper
ESG Fixed Income Engagement Report
Our engagement process, key themes and observations, data summarizing our engagement activities and relevant case studies.White Paper
How Risk Parity Can Cope with Rising Rates
It seems counterintuitive that risk parity can outperform when rates are rising—we explain why it is not.White Paper
The Dissolving Divides that Will Shape the Post-Crisis Investment Era
In ten years, what are the forces that would still be driving the investment world, and what would have been dismissed as mere noise?White Paper
Improving Diversification by Adding Momentum
For investors looking to balance risk mitigation with cost considerations and return potential, we offer momentum strategies as a potential solution.White Paper
BBBs: Beyond the Headlines
The growth of BBB credits is causing many investors to worry, but the reality is far more nuanced than the headlines would suggest.White Paper
Unlocking Shareholder Value in Europe
While European equity markets outpaced much of the developed market competition in 2017, a bout of global volatility in the first half of 2018 dampened their momentum.White Paper
Optimizing Currency Exposures under Solvency II
Recalibrating the Dynamic Ideal Hedge Ratio for European Insurers.White Paper
Welcome to the Real China Bond Market
China’s onshore bond market liberalizes further, offering more exposure to China’s economic transition.White Paper
Overview of Alternative Risk Premia (“ARP”) Strategies
Given the increased complexity and diversity of ARP strategies, we outline a framework for investors to navigate the ARP universe.White Paper
Improving Fundamentals Boost Case for Commodities
Commodity markets are once again attracting investors.White Paper
A Changing Landscape for Multi-Sector Fixed Income Investing
What worked over the last five years is unlikely to work as well over the next five.White Paper
Inflation: Slain Dragon or Sleeping Giant?
As markets price for a long period of low inflation we ask, is it really as low as it seems, and are there really no signs of it stirring?White Paper
REITs: The Real Thing
REITs can correlate with equities in the short-term, but long-term returns come from genuine bricks-and-mortar.White Paper
The Case for Floating Rate Loans
In a rising interest rate environment, the case for investing in senior floating rate loans should be revisited.White Paper
Gender Diversity Impact: Assessing Gender Diversity Impact at the Portfolio Level
Advancing women’s equality in the workplace could boost global GDP by $12 trillion by 2025.White Paper
Multi-Asset Income: Re-thinking Risk
Investors who need income face unprecedented challenges in the current low-yield environment.White Paper
Risk Parity and Alternative Risk Premia: A Happy Marriage
Decades of research into investment “factors”, combined with improvements in investment technologies, has led to a proliferation of alternative risk premia investment products.White Paper
Emerging Markets: The Fear, The Facts and The Future
Where emerging markets are today and where they need to go next.White Paper
