Strategic asset allocation from a Canadian investment perspective

The project ? Strategic Asset Allocation from a Canadian Investment Perspective ? will focus on the efficient allocation design for a Canadian investor. This will be achieved throughforecasting of long-term (5-10 years) expected returns of Canadian fixed income and equities, as well as US and global equities. The forecasts mostly rely on economic/fundamental analysis such as the projections of inflation, GDP growth, dividend yield, etc. There is extensive literature discussing whether the method of simple long term historical average can beat more sophisticated methods such as regression, building block and sum of parts. Empirical evidence will be collected and compared by the intern to study which method is more effective in terms of efficient asset allocation from the perspective of a Canadian investor. The research will enhance the asset allocation process at Highstreet Asset Management, the partner, and benefit their clients. Furthermore, this research can contribute to the overall understanding of Canadian capital markets and how differently they may behave in the future from the past, especially with regard to the potential impacts of global economic factors.

Faculty Supervisor:

John Knight


Yufeng Wang


Highstreet Asset Management Inc.





Western University



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