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Showing 201 - 210 of 358 entries

  1. BLOG

    Downside protection? Fear of extreme events rises further 

    Sep 13, 2017 George Bonne

    Factors , Factor Investing

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    In May, we wrote that despite the generally low market volatility that has prevailed this year, investors were paying relatively high prices for downside protection as measured by “options skew” – the difference in implied volatility between an out-of-the-money option and an at-the-money option. High skew levels indicate heightened fears of “tail risk” – the chances of unlikely but highly consequential events that could sink share prices. Low market volatility largely continued through the summer, but how has options skew behaved – has it fallen to more “normal” levels?

  2. BLOG

    Investing for the Long Run: ESG and Performance Drivers 

    Sep 4, 2017 Zoltán Nagy

    Equity Themes , ESG Research

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    We see a growing number of institutional investors seeking to avoid financial risks associated with environmental, social and governance (ESG) factors, or even to enhance returns by investing in companies that have strong ESG track records. As we wrote in an earlier blog post, these investors are typically looking to limit the number of companies excluded from their portfolios, both to avoid sacrificing diversification and to be active owners able to engage with corporate management.

  3. BLOG

    Are Market Valuations in Nosebleed Territory? 

    Aug 22, 2017 Dimitris Melas

    Equity Themes , Fixed Income

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    Markets have enjoyed a relatively long period of positive returns and low volatility, making some investors wonder if a correction is imminent. One possible trigger for a correction would be investors concluding that market valuations have become extreme, which could lower future returns.

  4. BLOG

    Have Big-Ticket Properties Performed Better Than Lower-Value Properties? 

    Aug 15, 2017 Bryan Reid

    Real Estate Investing

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    It is sometimes assumed that larger real estate assets perform differently to smaller assets thanks to reduced accessibility and competition at the top end of the market. Using MSCI’s global private real estate dataset, we find evidence to support the assertion that the size of an asset does have an impact on its performance.

  5. BLOG

    Fast-moving Markets: Revisiting the August 2007 Quant Crunch in Real Time 

    Aug 2, 2017 Anil Rao

    Equity Themes

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    When markets get volatile, stock prices can move very quickly in a short period. As we saw in the August 2007 “quant liquidity crunch”— now about to mark its 10-year anniversary — many quantitative equity managers could have benefitted from getting market insights in real time as they found themselves in crowded trades.

  6. BLOG

    Pursuing ESG Standards and Diversification 

    Jul 27, 2017 Laura Nishikawa

    ESG Research

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    Many of the world’s largest institutional investors are integrating ESG standards into their investment strategies. But they face a challenge: Excluding every objectionable firm or selecting only ESG (environmental, social and governance) leaders can slash the number of acceptable stocks by half while foreclosing on opportunities for dialogue and engagement. How can institutions implement ESG principles without sacrificing diversification or abandoning efforts to improve corporate conduct?

  7. BLOG

    Time to Revisit Fundamentals of Quality? 

    Jul 19, 2017 Hitendra D Varsani

    Factor Investing

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    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.

  8. BLOG

    Measuring the Impact of Factors 

    Jul 12, 2017 Leon Roisenberg

    Factors , Factor Investing

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    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.

  9. BLOG

    Empowering women in the workplace 

    Jul 5, 2017 Meggin Thwing Eastman

    ESG Research

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    As part of its “Abenomics” economic revitalization plan, the Japanese government has set out goals to increase women’s participation and promotion in the business world, including increasing the percentage of women in leadership roles to 30% by 2020, a major jump from 11.3% in 2014.

  10. BLOG

    職場における女性活躍推進 

    Jul 5, 2017 Meggin Thwing Eastman

    ESG Research

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    「アベノミクス」と言われる経済振興策の一環として、企業及び政府における女性参画を強化するために、日本政府は2020年までにリーダーシップの地位における女性比率を30%にするというゴールを設定した。

Showing 201 - 210 of 358 entries