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Showing 91 - 96 of 96 entries

  1. BLOG

    CAN ALPHA BE CAPTURED BY RISK PREMIA? 

    Jun 16, 2015 Brett Hammond

    Factor Investing

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    Traditional investment thinking posits that alpha depends on the active decisions of portfolio managers. The search for alpha is daunting, however, because even the best analysis can be upended if the market draws a different conclusion. In addition, geopolitical and macroeconomic events can change the market environment without warning.

  2. BLOG

    USING SYSTEMATIC EQUITY STRATEGIES TO BUILD BETTER PORTFOLIOS 

    Apr 23, 2015 Mehmet Bayraktar

    Factor Investing

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    Systematic Equity Strategies, when represented as factors in risk models, allow investment managers to better monitor the sources of risk and return in equity portfolios. We believe that they also improve forecast accuracy and help construction of portfolios that tilt towards (or away from) these strategies, which are rules-based or computer-based implementations.

  3. BLOG

    SELECTING THE RIGHT BLEND OF FACTOR INDEXES 

    Dec 9, 2014 Dimitris Melas

    Factor Investing

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    Many institutional investors have struggled to determine the appropriateness of factors for their own plan, what role these allocations might play, which factors should be adopted and how factor indexes can be used.

  4. BLOG

    HARVESTING RISK PREMIA FOR LARGE-SCALE PORTFOLIOS 

    Dec 2, 2014 Remy Briand

    Factor Investing

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    While a growing body of research shows that exposure to factors, such as Value, Momentum, Low Size and Low Volatility, has produced positive excess returns, factor investing for large-scale portfolios has not been well studied.

  5. BLOG

    WHAT IS FACTOR INVESTING? 

    Nov 3, 2014 Raman Aylur Subramanian

    Factor Investing

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    Equity factor investing aims to capture exposures to different equity risk premia. Factor modeling and factor investing are rooted in the Capital Asset Pricing Model (CAPM) dating from the mid-1960s, Arbitrage Pricing Theory from the 1970s and Fama and French’s three-factor model from the 1990s.

  6. BLOG

    40 YEARS OF HISTORY - WITH DEEPER HISTORY COMES NEW INSIGHTS 

    Apr 11, 2014 Dimitris Melas

    Factor Investing

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    We recently extended our simulated index factor history to 40 years, providing a unique set of data compared to others available in the marketplace. This extended history, combined with IndexMetrics, MSCI’s analytical framework, offers investors sharper tools for creating and analyzing portfolios.

Showing 91 - 96 of 96 entries