quantitative – Benefits Canada.com https://www.benefitscanada.com Canada's most influential pension and benefits publication for decision-makers Fri, 03 May 2024 21:03:19 +0000 en-US hourly 1 https://wordpress.org/?v=4.9.8 A look at ESG’s influence on market efficiency https://www.benefitscanada.com/canadian-investment-review/research-markets/a-look-at-esgs-influence-on-market-efficiency/ https://www.benefitscanada.com/canadian-investment-review/research-markets/a-look-at-esgs-influence-on-market-efficiency/#respond Thu, 10 Oct 2019 04:44:04 +0000 https://cumulus.benefitscanada.com/uncategorized/a-look-at-esgs-influence-on-market-efficiency/ With the rise in socially responsible investing and quantitative strategies, are institutional investors that incorporate environmental, social and governance factors making markets less efficient and increasing mispricing signals? The link between socially responsible investing and the efficacy of signals used by quantitative investors is explored in a new working paper by Jie Cao, associate professor […]

The post A look at ESG’s influence on market efficiency appeared first on Benefits Canada.com.

]]> https://www.benefitscanada.com/canadian-investment-review/research-markets/a-look-at-esgs-influence-on-market-efficiency/feed/ 0 Quantitative vs. Fundamental https://www.benefitscanada.com/canadian-investment-review/research-markets/quantitative-vs-fundamental/ https://www.benefitscanada.com/canadian-investment-review/research-markets/quantitative-vs-fundamental/#respond Mon, 23 Aug 2010 05:00:56 +0000 https://cumulus.benefitscanada.com/uncategorized/quantitative-vs-fundamental/ How different are the style exposures and portfolio characteristics of quantitative and fundamental managers?

The post Quantitative vs. Fundamental appeared first on Benefits Canada.com.

]]> https://www.benefitscanada.com/canadian-investment-review/research-markets/quantitative-vs-fundamental/feed/ 0 Triumph of the Backtesters https://www.benefitscanada.com/canadian-investment-review/cir-news/triumph-of-the-backtesters/ https://www.benefitscanada.com/canadian-investment-review/cir-news/triumph-of-the-backtesters/#respond Wed, 21 Apr 2010 12:32:47 +0000 https://cumulus.benefitscanada.com/uncategorized/triumph-of-the-backtesters/ More indexes launched on reconstructed historical results.

The post Triumph of the Backtesters appeared first on Benefits Canada.com.

]]> https://www.benefitscanada.com/canadian-investment-review/cir-news/triumph-of-the-backtesters/feed/ 0 A More Quantitative Fundamental Law https://www.benefitscanada.com/canadian-investment-review/cir-news/the-science-behind-risk-adjusted-returns/ https://www.benefitscanada.com/canadian-investment-review/cir-news/the-science-behind-risk-adjusted-returns/#respond Mon, 05 Apr 2010 14:35:14 +0000 https://cumulus.benefitscanada.com/uncategorized/the-science-behind-risk-adjusted-returns/ Sector bets have proven to be an inconsistent source of alpha; Pyramis Global Advisors

The post A More Quantitative Fundamental Law appeared first on Benefits Canada.com.

]]> https://www.benefitscanada.com/canadian-investment-review/cir-news/the-science-behind-risk-adjusted-returns/feed/ 0 The Long and Short of Market-Neutral Investing https://www.benefitscanada.com/canadian-investment-review/research-markets/the-long-and-short-of-market-neutral-investing/ https://www.benefitscanada.com/canadian-investment-review/research-markets/the-long-and-short-of-market-neutral-investing/#respond Mon, 01 Mar 2010 01:30:39 +0000 https://cumulus.benefitscanada.com/uncategorized/the-long-and-short-of-market-neutral-investing/ What is the attraction of market neutral investing?

The post The Long and Short of Market-Neutral Investing appeared first on Benefits Canada.com.

]]> https://www.benefitscanada.com/canadian-investment-review/research-markets/the-long-and-short-of-market-neutral-investing/feed/ 0