News and Resources:

BMO Pyrford - ESG Profile and Impact Report 2017

May 18 2018, BMO Pyrford

Our Responsible Global Equity Strategy is centred on sustainable companies that are proactively and effectively managing their environmental, social and governance (ESG) opportunities and risks...

BMO Pyrford - ESG Profile and Impact Report 2018

May 18 2018, BMO Pyrford

2018 marks the 20-year anniversary of our Responsible Global Equity Strategy. Based on the expertise of our specialist fund managers and team of environmental, social...

Mapping Fintech to the Financial Planning Process

March 23 2018

This report is the first in a series of fintech-related projects the Financial Planning Association of Australia (FPA) will be undertaking over the coming year....

bFinance Alternative Beta

March 7 2018

In this paper leading independent research firm, bFinance, examine ‘alternative beta’, a further extension of beta investing into the realm of alternatives.

Risk Premium Investing - A Tale of Two Tails

March 7 2018

In this note CFM introduce Risk Premia as generically encompassing a set of strategies where investors are compensated for assuming risk. This compensation comes in...

Winston Capital Guide to Alternative Beta - Improving Portfolio Outcomes

March 7 2018

Advisers have long known what traditional beta is when it comes to equities, bonds and credit, and that is, the return generated by being exposed...

Deconstructing the Lo-Vol Anomaly

March 7 2018

We study several aspects of the so-called low-vol and low-β anomalies. CFM's most significant message is that the low-vol anomaly is the result of two...

The Excess Returns of "Quality" Stocks: A Behavioural Anomaly

March 7 2018

This note investigates the causes of the quality anomaly, which is one of the strongest and most scalable anomalies in equity markets. CFM explore two...

Long Only Smart Beta & Equity Market Neutral Alternative Beta

March 7 2018

"Smart Beta" and "Alternative Beta" strategies provide investors with similar solutions. However, in spite of the obvious commonalities, the two actually differ in many respects,...

Allocating Alternative Beta to Traditional Benchmark Strategies

March 7 2018

The CFM alternative beta program is designed to be a robust diversifier to portfolios based on traditional asset mixes and is a reflection of the...

CTAs In A Regime of Rising Rates

March 7 2018

The advent of the Federal Reserve’s recent interest rate “lift-off” and the future unwinding of other developed market central banks’ ultra-loose monetary policies prompts the...

Trend Following: A Persistent Market Anomaly

March 7 2018

In this note CFM present a study of trend following using two centuries of data. CFM find that trend following is a persistent market anomaly...

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