Welcome to Pareto Asset Management

Cries of wolf fading - and now that's a sign of wolf?

As we enter September, the US yield curve is about to disinvert. For 26 months in a row, the yield on 2-year US Treasuries has exceeded the yield on 10-year US Treasuries, producing a negative term spread. Under normal circumstances, the yield curve is supposed to slope upwards, with higher yields on longer-term bonds. This would produce the classical risk premium required to take on the increased risk in longer-dated bonds.

Read Finn Øystein Berghs commentary and find our latest monthly reports.

The lunch that keeps on giving

No such thing as a free lunch? In terms of systematic risk, you’re getting paid for having lunch.

Read Finn Øystein Berghs latest edition of our finance blog, The optimal Pareto.

Presenting this year's summer interns

Proud to present this year's summer interns!
This week, Torjus Wegge, Bjarne Aarsland, Agnes Ribe, Julie Bø, Elise Hvammen and Hans Christian Thagaard have joined forces with our investment teams here in Oslo, and will be working with various projects including ESG, valuations and financial analysis for the next two months. Happy to have you on board :)

Report on Responsible investments 1-2024: And it’s no sacrifice

In April, we hosted an institutional investor conference in Stockholm, with speakers and attendees from seven different countries. The title of the conference was “Pareto improvements in the agile Nordic markets”. Besides the obvious play on our company name, the title may need a bit of explanation for those who did not participate.

Learn more in our latest report on responsible investing, no. 1-2024.