Extended-lister

Filters
 

TAGS

Nothing was found.

Showing 81 - 90 of 108 entries

  1. BLOG

    Creating a common language for factor investing 

    Jan 18, 2018 George Bonne

    Factor Investing

    Learn More

    Investors need a clear and consistent way to talk about factors. For more than 40 years, MSCI has defined how investors use factors to analyze risk and return, from individual stocks to entire portfolios. Factors are important drivers of portfolio performance and are well documented in academic research. They are used to quantify how much risk and return is attributable to different countries, sectors and styles.

  2. BLOG

    Improving stock selection in the age of big data 

    Nov 20, 2017 Oleg Ruban

    Factors , Factor Investing

    Learn More

    In the age of big data, fundamental stock pickers face a major challenge. Stock selection typically depends on establishing research conviction in the operating models of companies, such as identifying inexpensive businesses that demonstrate sustainable competitive advantage, disciplined capital management and strong corporate governance. The stock picker’s edge may rely on analyzing information and top-notch research skills.

  3. BLOG

    Using factors in international investing 

    Nov 8, 2017 Anil Rao

    Factors , Factor Investing

    Learn More

    Over the last decade, asset owners have implemented factor investment programs with a focus on domestic markets. Increasingly, they are also funding equity factor programs in international markets. Two catalysts are driving this trend. First, there has been a steady erosion in asset owners’ home biases, leading to more indexed and active international mandates. Second, investment committees and boards of trustees have become more comfortable with using factors as a complement to core indexed and traditional active allocations.

  4. BLOG

    Integrating ESG criteria into factor index construction 

    Sep 27, 2017 Stuart Doole

    Factor Indexes , ESG Research , Factors , Factor Investing

    Learn More

    Institutional investors increasingly are moving toward integrating ESG criteria into their portfolios and their factor allocations, in particular. This shift is driven by their recognition of the financial relevance of ESG issues to their risk management and their focus on long-term sustainable investing.

  5. BLOG

    Why Are Small Caps Different? 

    Sep 18, 2017 Raina Oberoi

    Global Investing , Factor Investing

    Learn More

    A lot has been written about the persistence of the global small-cap premium. But what, apart from size, distinguishes small-cap stocks from their large- and mid-cap counterparts, and how can these distinctions help institutional investors?

  6. BLOG

    Time to Revisit Fundamentals of Quality? 

    Jul 19, 2017 Hitendra D Varsani

    Factor Investing

    Learn More

    We have seen substantial rotation in factor index performance in the past 12 months. Value, the best-performing equity factor index in the second half of 2016, was the worst performer in the first six months of 2017.

  7. BLOG

    Measuring the Impact of Factors 

    Jul 12, 2017 Leon Roisenberg

    Factors , Factor Investing

    Learn More

    In constructing portfolios, asset managers expose the portfolio to factor tilts that greatly influence fund performance. Some of these exposures, which can provide sources of excess return, may be intentional but others may not. A manager who makes the wrong bet could be on the wrong side of history.

  8. BLOG

    Global small-cap fund capacity: no small matter 

    Jun 15, 2017 Raina Oberoi

    Global Investing , Factor Investing

    Learn More

    In recent years, pension funds around the world increasingly have shed their home bias and made global small-cap allocations.

  9. BLOG

    Why global small-cap stocks are becoming an important part of institutional portfolios 

    Mar 16, 2017 Raina Oberoi

    Global Investing , Factor Investing

    Learn More

    Institutional investors worldwide traditionally have tended to focus on the stocks of larger companies, finding them less risky, more liquid and offering greater investment capacity than small-cap stocks. But asset owners and managers increasingly are allocating strategically to the small-cap equity segment as part of their global equity portfolios i.e., via an “all-cap” approach.

  10. BLOG

    How to think bigger about small cap investing 

    Jul 15, 2016 Raman Aylur Subramanian

    Global Investing , Factor Investing

    Learn More

    Investors who allocate to small-cap stocks can use either a benchmark weighted according to the market value of companies that constitute it or indexes that track the performance of factors such as size. But all small-cap indexes are not the same.

Showing 81 - 90 of 108 entries