RESEARCH AT MSCI

MSCI has applied pioneering ideas to real-world investment challenges for more than four decades.  We created the first international developed markets indexes in the 1960s and subsequently the widely followed MSCI Emerging Markets and Frontier Markets Indexes. Our early development of risk factor models then helped pave the way for many of the quantitative and risk management practices used industry-wide. Today, we build on our rich heritage by continuing to bring new ideas to market for a wide variety of asset classes, investment styles and research themes...
 
 

Featured blog posts

Bridging the gap: Adding factors to passive and active allocations

How can asset owners integrate an equity factor allocation into their existing roster of active managers? There is no one answer that suits all. The response may be different for each asset owner, depending on its investment beliefs, goals and risk tolerance.

Anil Rao
Global small-cap fund capacity: no small matter

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

Raina Oberoi
Pursuing ESG Standards and Diversification

Many of the world’s largest institutional investors are integrating ESG standards into their investment strategies. But they face a challenge...

Laura Nishikawa
 

See our blog posts archive

See our research papers archive

 

 

Global Investing

Many institutional investors now view global equities as a single broad asset class, shifting away from the “home bias” historically found in their total stock portfolios. Our research reveals the importance of taking a “one world” approach that includes emerging markets and small-cap equities. It also explores the role of growing new markets such as China-A Shares and frontier markets. 

 

Factor Investing

Our research has identified factors that have historically earned a persistent premium over time. These factors can be can be captured by factor indexes representing value, quality, momentum, dividend yield, momentum and low size. With insights on more than 40 years of factor data, our work informs effective risk modelling and investment management practices.

 

Integrated Risk Management

Our Analytics research provides new understanding for investors on how markets, asset classes and individual securities are linked from a risk perspective. From cutting-edge models for traditional and alternative asset classes to understanding how macroeconomic factors affect asset prices to stress testing scenarios with comprehensive single security coverage, we examine risk for the entire portfolio and across investment horizons.

 

Real Estate

Real Estate is a far more complex asset class than many investors realize. We offer insights into a range of real estate research topics to deepen the understanding of investment performance, portfolio construction and risk.  The real estate asset level data we hold provides the basis for our research on market performance trends, and the fund level data enables an improved understanding of global unlisted vehicle performance. Our research helps to provide investors, managers and advisers with objective insight throughout the investment process.

 

ESG

More and more institutional investors are viewing environmental, social and governance (ESG) factors as significant signals worth integrating into their investment processes. Our research uncovers trends across sectors and regions to help investors identify risks and opportunities, pinpoint outliers, and focus in on key ESG performance drivers.

Emerging ESG Risks & Opportunities in the China A Shares Market Webinar

Watch our recorded webinar on Emerging ESG Risks & Opportunities in China A Shares

Listen to the webinar recording »

MSCI FACTOR INVESTING WEBINAR SERIES

MSCI’s Factor webinar was the first in a series of webinars that explore topics in the rapidly developing world of factor investing, also referred to as “Smart Beta.”

Listen to the recorded webinar »

Is MBS Refinance Risk Increasing?

With the Federal Reserve raising interest rates and the majority of agency mortgage-backed securities (MBS) under the refinance threshold, how much do investors need to worry about refinance risk?

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