momentum – Benefits Canada.com

How can pension plan sponsors manage factor exposure in equity portfolios?

mschmit — Fri, 31 Jul 2020 03:56:43 +0000

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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Coronavirus crisis sparks need for more investment analysis, monitoring

mschmit — Wed, 29 Apr 2020 03:58:51 +0000

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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Unintended factor bias

mschmit — Thu, 16 Aug 2018 03:42:36 +0000

Why your factor beta comes with a lot of noise.

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The Good and Bad News About Factor ETFs

mschmit — Wed, 31 May 2017 04:57:11 +0000

Turns out there’s a bigger issue than crowded trades

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Malkiel: Smart-Beta and Its Risks

mschmit — Wed, 29 Oct 2014 12:42:46 +0000

Random Walk author takes us under the hood of smart beta strategies.

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