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McGill International Portfolio Challenge

MIPC 2017


Lumber Co. : Rescuing a corporate D.B. fund

When a private pension plan runs a deficit, how should a fund manager negotiate the problem? By taking on more risk to get higher returns, or rely on the corporate sponsor to make a special contribution to offset the deficit?

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MIPC 2018


VanPERS: The problem of underfunded U.S. state pension plans

Underfunding in U.S. state pension plans is the quintessential “wicked problem” because of the numerous stakeholders with conflicting interests. U.S. regulation also requires pension funds to discount their liabilities at the expected return on their assets. So, how should Vandalia address these challenges?

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MIPC 2019


Newfoundland and Labrador Pension Investment Board: A sustainable, and environmental investment strategy

How can a fund manager's fiduciary duty to deliver returns reconcile with long-term environmental sustainability? The fictional fund based in Newfoundland and Labrador is used to design an optimal portfolio strategy that aligns competing stakeholder interests with environmental risks caused by climate change.

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MIPC 2020


BNSF: A sovereign wealth fund promotes economic equality and independence

As countries revert to geo-economic independence, what does this mean for asset managers investing in a climate of protectionism and social inequalities? How can BNSF generate risk-adjusted returns that promote economic equality and independence?

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MIPC 2021


Bouwen & Pensioen: Pension plan design in the context of low yields

How can asset managers generate sustainable returns in the context of ultra-low bond yields? What would an investment portfolio of a CDC plan that re-designed risk sharing among members look like?

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MIPC 2022


Australia's SuperEasy: A comprehensive, effective net-zero strategy

Achieving net-zero investment portfolios by 2050 is handicapped the lack of high-quality data and goal alignment with asset owners, climate issues, and a shifting regulatory landscape. So what are the strategies that transition to carbon-neutral investments without sacrificing returns?

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MIPC 2023


Maple Leaf Pension Plan: An Inflation Resilient Decumulation Strategy

Persistent, high inflation Inflation is minimizing real returns. This is is a problem for pensioners who live on a fixed income. A fictional Canadian D.C. pension fund needs an inflation resilient, decumulation investment strategy.

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