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Showing 541 - 550 of 552 entries

  1. 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.

  2. BLOG

    SMALL CAPS - NO SMALL OVERSIGHT 

    Dec 9, 2014 Raman Aylur Subramanian

    Global Investing

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    Many institutional investors recognize that their reference universe should include large-, mid- and small-cap equities and that smaller companies should earn a risk premium over larger ones. In practice, however, many of these investors - particularly in Europe and Asia - underweight the small-cap segment.

  3. BLOG

    SOME LIKE IT HOT: VERY ACTIVE MANDATES IN A CORE-SATELLITE STRUCTURE 

    Nov 24, 2014 Raman Aylur Subramanian

    Global Investing

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    Investors have long debated the benefits of active versus passive investing. There are institutional investors with strong convictions in each camp, but many have become increasingly pragmatic, combining active and passive mandates in pursuit of the best risk-adjusted return.

  4. 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.

  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

    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.

  7. 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...

  8. BLOG

    Factor Index Performance in Changing Economic Environments 

    Apr 11, 2014 Dimitris Melas

    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.

  9. 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.

  10. 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 541 - 550 of 552 entries