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Asset Allocation Research

A Note on Portable Alpha

By Pierre-Philippe Ste-Marie

Given the current economic prospects, replacing maturing assets has yielded ever lower returns in the recent past. Investors therefore have an increasing need to invest in strategies that are alpha producing. This paper will review the current Interest rates and equity landscape, the definition of alpha and the tenets of Razorbill portable alpha.

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ETF Global Landscape

By Robert Pinkerton

Exchange Traded Funds (ETFs) have been gaining popularity since their origin in 1993. Now 22 years later ETFs have become one of the most popular investment options amongst investors. Despite being around for many years, the industry still has not developed full transparency. Data on ETFs is sparse and often incomplete. Through Razorbill’s market research we have put together a database of globally traded ETFs. The aim of this research paper is to provide the reader with a better understanding of the ETF market.

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Canadian Fixed Income ETF Landscape

By Robert Pinkerton

The first Canadian fixed income ETFs were created in 2000 by iShares. Since then ETFs have seen rapid growth which mostly began in 2008 with a rapid addition of issuers and products. Actively managed ETFs were created in 2010 and have been growing steadily since then. The goal of this research paper is to understand the growing and changing fixed income ETF landscape including real estate ETFs, issuers and their legal and operational structure.

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