momentum – Benefits Canada.com https://www.benefitscanada.com Canada's most influential pension and benefits publication for decision-makers Mon, 04 Nov 2024 20:00:35 +0000 en-US hourly 1 https://wordpress.org/?v=4.9.8 How can pension plan sponsors manage factor exposure in equity portfolios? https://www.benefitscanada.com/canadian-investment-review/public-equities/how-can-pension-plan-sponsors-manage-factor-exposure-in-equity-portfolios/ https://www.benefitscanada.com/canadian-investment-review/public-equities/how-can-pension-plan-sponsors-manage-factor-exposure-in-equity-portfolios/#respond Fri, 31 Jul 2020 03:56:43 +0000 https://cumulus.benefitscanada.com/uncategorized/how-can-pension-plan-sponsors-manage-factor-exposure-in-equity-portfolios/ While factor behaviour tends to be consistent in market crashes and corrections, individual factor performance varies over the medium term. As such, institutional investors should maintain diversified exposure across key equity factors including value, quality, momentum, size and low volatility, according to a new paper by Mercer. The paper explored the past three financial crises: […]

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]]> https://www.benefitscanada.com/canadian-investment-review/public-equities/how-can-pension-plan-sponsors-manage-factor-exposure-in-equity-portfolios/feed/ 0 Coronavirus crisis sparks need for more investment analysis, monitoring https://www.benefitscanada.com/canadian-investment-review/research-markets/coronavirus-crisis-sparks-need-for-more-investment-analysis-monitoring/ https://www.benefitscanada.com/canadian-investment-review/research-markets/coronavirus-crisis-sparks-need-for-more-investment-analysis-monitoring/#respond Wed, 29 Apr 2020 03:58:51 +0000 https://cumulus.benefitscanada.com/uncategorized/coronavirus-crisis-sparks-need-for-more-investment-analysis-monitoring/ The current market environment isn’t like a regular market correction, but more like a natural disaster, says Joseph Connolly, vice-president of asset and risk management at Morneau Shepell Ltd. In the current context, investors should be doing more monitoring and looking at more timely data because mid-month or mid-quarter results may be stale. “We’re definitely […]

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]]> https://www.benefitscanada.com/canadian-investment-review/research-markets/coronavirus-crisis-sparks-need-for-more-investment-analysis-monitoring/feed/ 0 Unintended factor bias https://www.benefitscanada.com/canadian-investment-review/research-markets/unintended-factor-bias/ https://www.benefitscanada.com/canadian-investment-review/research-markets/unintended-factor-bias/#respond Thu, 16 Aug 2018 03:42:36 +0000 https://cumulus.benefitscanada.com/uncategorized/unintended-factor-bias/ Why your factor beta comes with a lot of noise.

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]]> https://www.benefitscanada.com/canadian-investment-review/research-markets/unintended-factor-bias/feed/ 0 The Good and Bad News About Factor ETFs https://www.benefitscanada.com/expertpanel_/the-good-and-bad-news-about-factor-etfs/ https://www.benefitscanada.com/expertpanel_/the-good-and-bad-news-about-factor-etfs/#respond Wed, 31 May 2017 04:57:11 +0000 https://cumulus.benefitscanada.com/uncategorized/the-good-and-bad-news-about-factor-etfs/ Turns out there’s a bigger issue than crowded trades

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]]> https://www.benefitscanada.com/expertpanel_/the-good-and-bad-news-about-factor-etfs/feed/ 0 Malkiel: Smart-Beta and Its Risks https://www.benefitscanada.com/uncategorized/malkiel-smart-beta-and-its-risks/ https://www.benefitscanada.com/uncategorized/malkiel-smart-beta-and-its-risks/#respond Wed, 29 Oct 2014 12:42:46 +0000 https://cumulus.benefitscanada.com/uncategorized/malkiel-smart-beta-and-its-risks/ Random Walk author takes us under the hood of smart beta strategies.

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