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Showing 311 - 320 of 359 entries

  1. BLOG

    STRESS TESTING A CHINA HARD LANDING 

    Oct 22, 2015 Carlo Acerbi

    Integrated Risk Management

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    The decline in Chinese equities and commodity prices this summer renewed investor concerns about a possible economic hard landing in the Asian giant. In particular, the 8.5% market plunge on August 24 spread fear into global markets that continues to this time.

  2. BLOG

    MULTI-ASSET CLASS RISK: SEEING THE FOREST AND THE TREES 

    Oct 1, 2015 Peter Shepard

    Integrated Risk Management

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    As investors shift toward global, multi-asset class strategies from narrower mandates, the number of dimensions to manage is rapidly increasing. This complexity requires seeing both the forest and the trees. Investors need a multi-asset class view of the markets, but they also need to understand the unique drivers of risk and return within each market.

  3. BLOG

    FLIGHT TO QUALITY 

    Sep 21, 2015 Chin Ping Chia

    Factor Investing

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    The quality factor has demonstrated long-term outperformance against the market, but it has not received the same attention as the value, size or momentum factors.

  4. BLOG

    UNDERSTANDING PRIVATE REAL ESTATE 

    Sep 15, 2015 Peter Shepard

    Real Estate Investing

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    Private real estate and other real assets have become a major component of many institutional investors’ portfolios in recent years, but risk management has lagged. A wide range of proxies and assumptions have stood in place of a solid risk management framework, with perhaps the most common risk model being … nothing.

  5. BLOG

    BACKTESTING RISK MODELS: WHAT WE LEARNED 

    Aug 27, 2015 Carlo Acerbi

    Integrated Risk Management

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    Risk measures, such as Expected Shortfall and Value at Risk, are designed to calculate the risk of a portfolio. But different risk models may work better than others for different asset classes and in varying time horizons. The MSCI Model Scorecard provides an innovative tool designed to help select the best risk model in terms of Expected Shortfall (ES) and Value at Risk (VaR) predictivity.

  6. BLOG

    MSCI DIVERSIFIED MULTIPLE-FACTOR INDEXES 

    Aug 24, 2015 Remy Briand

    Factor Indexes

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    Almost five years ago, MSCI introduced a new line of “multi-factor indexes” that combine factor building blocks into multi-factor combinations to enable investors to focus on specific investment objectives or reflect particular expectations about market performance.

  7. BLOG

    OWNERSHIP FORMS AND GOVERNANCE CONTROL 

    Aug 4, 2015 Ric Marshall

    ESG Research

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    Just as the MSCI ACWI Index includes companies representative of a diversity of industries and equity markets, it also includes a diversity of ownership forms, ranging from fully controlled companies to those companies that are so widely held that their largest shareholder owns no more than 2% of shares.

  8. BLOG

    GLOBAL REAL ESTATE: THE CONUNDRUM OF HIGH PRICES AND WIDE YIELD SPREADS 

    Jul 15, 2015 Peter Hobbs

    Real Estate Investing

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    Historically, the majority of global real estate returns have come from income, which has made up more than 80% of the total return over the past decade. In 2014, however, growth in asset values represented 43% of the total return — more than double its long-term average contribution.

  9. BLOG

    SHOULD INVESTORS CARE ABOUT ACTIVE SHARE? 

    Jul 14, 2015 Stanislav Radchenko

    Factor Research Group

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    "Active Share” — a popular measure of how a portfolio’s composition differs from its benchmark — has been widely credited as a predictor of manager skill. Initial academic research has shown that active managers with high Active Share and low Tracking error enjoyed persistent outperformance.

  10. BLOG

    FINDING VALUE: UNDERSTANDING FACTOR INVESTING 

    Jul 9, 2015 Raman Aylur Subramanian

    Factor Indexes

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    Despite agreement on the principles of value investing, the investment community uses a number of different metrics to describe the value factor. Each metric (or descriptor) has its own advantages and pitfalls.

Showing 311 - 320 of 359 entries