alternative risk premia – Benefits Canada.com

What’s next for volatility investing?

mschmit — Mon, 30 Nov 2020 08:34:51 +0000

Despite some negative headlines about volatility investing after the violent market sell-off in March, plan sponsors shouldn’t write off volatility investing altogether because it can be a valuable investment tool if used appropriately, said Seth Weingram, senior vice-president and director of client advisory at Acadian Asset Management, when speaking at the Canadian Investment Review’s Investment […]

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New research finds asset owners largely satisfied with pandemic performance

mschmit — Tue, 18 Aug 2020 03:43:58 +0000

The vast majority of investors (82 per cent) are satisfied with how their portfolios performed in the first half of 2020, despite some weak results in strategies such as emerging market debt and smart beta, according to a new study of 368 investors with combined assets of approximately US$11 trillion. Following the quickest equity market […]

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Alternative risk premia: taking a hierarchical risk allocation approach

mschmit — Mon, 15 Apr 2019 03:53:01 +0000

Alternative risk premia strategies are generally assumed to diversify equity and bond market risk, but this isn’t always the case, according to a paper out of Finland. “There hadn’t really been an effort to go through the variety of strategies which exist today, and really have a better understanding of how the individual strategies behave, […]

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A different route to risk management

mschmit — Mon, 10 Dec 2018 02:07:27 +0000

Although factor investing and smart beta have gained in popularity, the emergence of alternative risk premia points to a critical focus for plan sponsors today: risk diversification. This is happening at a time when plans are shifting increasingly away from bonds and equities and into alternative investments. “Alternative risk premia provide a different route to […]

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