Desautels professor lends expertise to Exchange Traded Funds (ETF) study
One of Wall Street’s least-known trading companies, Jane Street has quietly become a global market-maker. With a niche in the world of exchange traded funds (ETFs), the company was well-positioned to weather the COVID-19 crisis. Professor Sebastien Betermier recently entered the conversation with a new report that connects fixed-income ETFs to market liquidity during the pandemic.
Investors anticipate low-carbon economy
As the renewable energy sector grows in leaps and bounds; pension funds, banks, investment companies, and insurance companies are waking up to the risk of devaluation in fossil fuel investments.
Two international teams claim victory in McGill portfolio-building competition
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.
93 student teams tackle social inequality and protectionism at MIPC 2020
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.
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Delve: Canada’s Pension Plan Is the Envy of the World, and Now We Know Why
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.
The case for a long-term divestment strategy
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.
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Advocacy for a second Caisse de dépôt
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 is a global leader in pension funds
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.
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The politics behind the stock market
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”.
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Desautels professors celebrated for their teaching excellence
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 Sebastian Betermier on sustainable investing
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.
The complex nature of investment strategies
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.
A shift to cash in fixed-income exchange-traded funds
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.
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Should you borrow money to invest in your future?
In an article in La Presse, Professor Sebastien Betermier cautions readers against the risk of borrowing money to invest.
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The cash trend in fixed-income exchange-traded funds
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).
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