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Showing 331 - 338 of 338 entries

  1. BLOG

    "FACTORING" IN THE EMERGING MARKETS PREMIUM 

    Nov 3, 2014 Raman Aylur Subramanian

    Factor Indexes

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    Factor indexes historically have generated premia in developed markets. Now, as global markets have become more correlated, investors are starting to seek additional sources of returns within emerging markets.

  2. BLOG

    THE ROOTS OF ACTIVE MANAGERS’ UNDERPERFORMANCE IN MARCH AND APRIL 

    Jul 7, 2014 Mehmet Bayraktar

    Models/Client Cases

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    March and April of this year saw one of the worst periods of active performance over the past 10 years for actively managed portfolios. And this happened, despite a flat stock market and historically low volatility levels.

  3. BLOG

    ANALYZING INDEX PERFORMANCE DURING ECONOMIC REGIMES CLASSIFIED USING CLI AND CPI 

    Apr 18, 2014 Altaf Kassam

    Factor Indexes

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    Institutional investors are trying to better understand how their portfolios benchmarked to factor indexes may behave in different economic regimes. In previous posts, we tried to answer the question: "I think economic activity/inflation is going to increase/decrease over the near term...

  4. 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.

  5. BLOG

    FACTOR INDEX PERFORMANCE IN CHANGING ECONOMIC ENVIRONMENTS - A MACROECONOMIC FRAMEWORK 

    Apr 11, 2014 Dimitris Melas

    Factor Indexes , Factor Indexes

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    Institutional investors have historically been concerned over the changing state of the economy and its impact on their investments whether it was about "Abenomics" or "taper tantrums." As a result, we are noting that they are increasingly taking changing macroeconomic conditions into consideration for their asset allocations.

  6. BLOG

    THE DIFFERENT WAYS MACRO RISK IMPACTS FACTOR INDEXES 

    Apr 11, 2014 Dimitris Melas

    Factor Indexes

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    As we recently said in our post, systematic factors have historically been sensitive to macroeconomic and market forces but not in the same way. For example, some, such as Value, Momentum and Size have been pro-cyclical, meaning they outperformed when economic growth and volatility were rising.

  7. BLOG

    THE NEXT GENERATION OF GLOBAL INVESTORS 

    Jan 21, 2014 Chin Ping Chia

    Global Investing , Global Investing

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    We’ve observed that many institutional investors have abandoned their historical domestic-equity bias and now view global equities as a single, broad asset class. In high-growth economies, however, particularly in Asia, Central and Eastern Europe, Africa and Latin America, many investors remain focused primarily on domestic stocks.

  8. BLOG

    IMPLEMENTING FACTORS THOUGH MULTI-FACTORS INDEX ALLOCATIONS-- A NEW APPROACH FOR INSTITUTIONAL MANDATES 

    Dec 3, 2013 Dimitris Melas

    Factor Indexes

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    Let’s look at how factor allocations fit in the traditional institutional portfolio setting. Factor investing utilizing indexes can be viewed as active decisions implemented through passive replication. As such, factor allocations should be tailored to each institution.

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Showing 331 - 338 of 338 entries