Can a multi-asset approach be the answer?

Multi-asset investors are closely watching the shifting macro environment as they look to balance portfolio risk. In this handpicked collection of insights you can find the latest analysis on multi-asset portfolios and the asset classes they invest in.

How To Build A Systematic Multi-Asset Climate Portfolio (Man Group)

Investors are aware that the world is warming quickly and are demanding investment options to back the transition to a lower carbon economy.

Multi-Asset Monthly Outlook September 2023 (Robeco)

This report provides a detailed look at global markets from the perspective of a multi-asset allocator—touching on equities, fixed income, and more.

Removing Four Investor Roadblocks (NYLIM Multi-Asset Solutions)

There are opportunities for investors, even as macroeconomic gears shift. A look at the fundamentals can aid decision making.

Actively Managing Negative Convexity In Muni Bonds (Vanguard)

For compliance reasons, this paper is only accessible in the United States

Active managers adjusting to a higher rate environment will benefit from understanding how to prudently manage negative convexity risk.

Implementing Futures to Manage Equity Risk (Intech)

For compliance reasons, this paper is only accessible in certain geographies

Effectively navigating market dynamics and maximizing risk-adjusted returns are key objectives for institutional investors.

Accessing Residential Real Estate at Scale (CAIA blog)

An emerging asset class, known as home equity investments (HEIs), offers a way for investors to access this untapped equity.

Cross Asset Investment Strategy – September 2023 (Amundi)

For compliance reasons, this paper is NOT accessible in the United States

Much less fiscal policy support will likely constrain domestic demand and higher-for-longer interest rates will make monetary policy even more restrictive.

Toys for Billionaires: Sports Franchises as Trophy Assets (Aswath Damodaran)

Are sport franchises a new sort of asset class for investors looking to diversify in their search for alpha? This analysis provides an interesting answer to this question.

Does Hedge Fund Manager Skill Persist Across Asset Classes?

Recent evidence shows that hedge fund manager performance is persistent when they shift their style in response to declining returns.