The first virtual McGill International Portfolio Competition (MIPC) drew 93 university teams from 18 countries to design portfolio strategies that address the rise of social inequalities and protectionism in the U.K.
The fourth annual McGill International Portfolio Challenge invited 93 student teams from 18 countries to compete to solve a complex portfolio construction problem. This year’s case study challenged participants to invest a fictitious sovereign wealth fund in a way that addressed social inequalities and protectionism in the wake of Brexit.
A new study by Prof Sebastien Betermier is the first to use real data to do a quantitative analysis of asset allocation strategies and cost structures for hundreds of pension, endowment, and sovereign wealth funds across 11 countries. The results hold valuable lessons not only for financial planners, but also working Canadians dreaming of retirement.
Pressure is on the Canada Pension Plan Investment Board (CPPIB) to divest from fossil fuel companies in support of Canada’s transition to a low-carbon economy. Professor Sebastien Betermier comments.
An article in La Presse features Sebastien Betermier’s research that reveals the superiority of Canadian pension funds. Using the Canadian pension funds as a model for success, the article proposes a second institution be introduced in Quebec for employees of cities and universities.
Canada’s pension funds are outperforming global peers in investment performance and are stronger at hedging against liability risks, according to research co-authored by Professor Sebastien Betermier.
Professor Sebastien Betermier weighs in on the link between politics and stock returns, noting that while there is indeed a correlation, buying shares as a political statement isn’t a “sound investment strategy”.
Congratulations to Sebastien Betermier, Professor of Finance, and Wei Qi, Professor of Operations Management, who were honoured at McGill’s Management Convocation ceremony for their excellence in teaching.
Professor Sebastien Betermier sits down with the McGill Reporter to talk about sustainable investment strategies. According to Professor Betermier, progressive divestment strategies offer the best of both worlds for investors: they create positive environmental change while respecting the needs of all stakeholders.
Professor Sebastien Betermier uses winning student proposals from the 2019 McGill International Portfolio Challenge as the model for sustainable investment strategies of university endowment funds, suggesting that divestment strategies should go beyond a simple yes or no response.
Financial Times has published an article featuring Professor Sebastien Betermier’s research on the increasingly common practice of creating fixed-income exchange-traded fund (FI-ETF) shares in cash.
Bloomberg has published an opinion piece featuring Professor Sebastien Betermier’s research on the shift from bonds to cash in fixed-income exchange-traded funds (FI-ETF).
In November 2019, teams in the McGill International Portfolio Challenge were asked to provide a solution for a fictional pension fund reassessing its investments in the interest of climate action.
In a piece for The Globe and Mail, Professor Sebastien Betermier considers the winning solution in the context of university pension plans.