Showing 1 - 10 of 7,626 entries

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  1. Methodology

    Oct. 19, 2017

    MSCI Hedged Indexes Methodology

    View »  |  Related Products: Indexes

  2. Methodology

    Oct. 19, 2017

    MSCI FX Hedge and Global Currency Indexes Methodology

    View »  |  Related Products: Indexes

  3. Research Paper

    Oct. 18, 2017

    Adaptive Backtest for Expected Shortfall

    Expected Shortfall (ES) replaced Value at Risk (VaR) under the Basel Committee’s Minimum Capital Requirements for Market Risk in 2016. However, whether ES can be backtested is still an open and critical question. We have recently shown that ES can be only approximately backtested, because any ES backtest is sensitive to VaR predictions. This paper proposes a new ES backtest that has the minimum possible sensitivity to VaR predictions, which makes it an appropriate validation tool for...

    View »  |  Related Products: Risk Management Analytics

  4. Press Release

    Oct. 18, 2017

    Industrial Sector Drives South African Property Returns

    View »  |  Related Products: Real Estate Products & Services

  5. Research Paper

    Oct. 17, 2017

    Have Corporate Controversies Helped or Hurt Performance

    A Study of Three Portfolio Strategies The broad effects of excluding entire business lines, typical of the more traditional values-aligned of a socially responsible portfolio, are generally understood. However, little research has been done on the performance implications of exclusions based on alleged corporate wrongdoing, though such exclusions are common. In this study, we investigate the risk and return impact of excluding companies involved in events negatively impacting...

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  6. IPD FactSheet

    Oct. 17, 2017

    AREF/IPD UK Quarterly Property Fund Index

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  7. IPD FactSheet

    Oct. 16, 2017

    IPD Japan Monthly Property Index

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  8. MSCI Event

    Oct. 16, 2017

    Session II (EMEA/APAC): Have Corporate Controversies Helped or Hurt Performance?

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  9. IPD FactSheet

    Oct. 16, 2017

    Derivative: IPD UK Monthly Property Index

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  10. IPD FactSheet

    Oct. 16, 2017

    IPD UK Monthly Property Index

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Showing 1 - 10 of 7,626 entries

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  5. 763