momentum premium

Is exposure to Chinese bonds becoming the norm?

|

At the start of April, the Bloomberg Barclays Global Aggregate Index started including Chinese bonds. “Adding China to a benchmark global bond index – with two more global ...

FTSE Russell announces results of first fixed income country classification review

|

As Canadian pension plans look globally for fixed income, FTSE Russell has introduced a country classification framework to make the process of managing country inclusion ...

More than half of institutional investors think equities peaking

|

More than half (61 per cent) of institutional investors think equities are peaking as 2019 gets rolling, according to research from Preqin. This number has been ...

The building blocks of IMCO

|

In 2016, when Bert Clark became the Investment Management Corp. of Ontario’s first president and chief executive officer, he was tasked with building the organiza­tion ...

How default investment funds are becoming smarter

|

With the industry focused on retirement readiness and more defined contribution plan members on glide paths, it’s increasingly important for plan sponsors to choose default ...

FTSE Russell launches multi-asset index series

|

FTSE Russell has built a series of customizable multi-asset indexes. The FTSE Multi-Asset Composite Index series will focus on measuring cross-asset market performance over a number of regions including ...

Alternative risk premia: taking a hierarchical risk allocation approach

|

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 ...

A look at the TTC pension plan’s move to more illiquid assets

|

Following an asset-liability matching study in early 2018, the Toronto Transit Commission Pension Fund Society is expanding its allocation to less liquid investments. The jointly sponsored ...

PIAC supports FSRA’s proposed approach for addressing changing pension environment

|

The Pension Investment Association of Canada has released comments on the proposed strategic priorities for the newly formed Financial Services Regulatory Authority of Ontario, which ...

Caisse teams up with climate-focused family office syndicate

|

The Caisse de dépôt et placement du Québec is teaming up with New York-based, non-profit Clean, Renewable and Environmental Opportunities Family Office Syndicate to foster ...

Transcontinental Media G.P.