Extended-lister
-
Article
National Ethical Investment Week: Saving your savings?MSCI_NEIW_guide_Saving_your_savings.pdf
-
Research Report
Normalized Earnings-to-Price signalLooking at recent performance of typical alpha signals, Normalized Earnings-to-Price stands out with its 9.5% performance since August 2011. This signal offered interesting hedging possibilities over the long run. Our report analyzes this alpha signal and discusses various ways to implement alpha strategies.
Portfolio Management Analytics
-
Research Report
ESG and Climate Derivatives in Equity Exposure ManagementESG Ratings ESG Climate Solutions
-
Research Report
Forecasting European Equity Risk over Different HorizonsEuropean equity risk levels have undergone extreme variations since the late 1990s, and have shown several distinct behavioural shifts over the past two decades. In this changeful environment, near-term (several-month) and long-term (annual) realised risk often differ markedly. Investors with different investment horizons consequently have different risk-forecasting needs. Near-term investors require risk forecasts that respond aggressively to recent events. Long-term investors are likely to...
-
Research Report
United Kingdom Model (UKE7S and UKE7L) Research Notes - Forecasting US Equity Risk Over Different HorizonsThis report introduces the Multiple-Horizon UK Equity Model, available in two versions, UKE7S and UKE7L, which have been constructed explicitly to meet the needs of near-term and long-term investors. Both versions employ daily returns data. Daily data provide denser intra-horizon volatility information than is available from monthly returns, and allow both versions of the new model to make more responsive forecasts than UKE7, the model they replace.