Press Release

ESG Products & Services

Research Paper

Webcast

There is growing evidence that integrating ESG research and data into capital decision making processes can potentially help to minimize risks and identify opportunities not picked up by conventional analysis. MSCI invites you to a discussion with a diverse range of ESG experts to explore some of the latest examples where ESG has made a material difference and to examine the different ways investors are applying ESG research and data. Speakers: Chair: Matt Moscardi, Vice President, MSCI...

ESG Products & Services

Case Study

A U.S.-headquartered global investment management firm specializing in quantitative investing was seeking a source to enhance its in-depth research capabilities for environmental, social and governance-related business practices of companies worldwide.

Research Paper

This year’s Real Estate Research Snapshot highlights the broad range of investment problems MSCI Real Estate’s data can be applied to. With emphasis on the importance of global consistency in data we provide an overview of global property market trends across sectors and markets. As part of the wider MSCI business, we also explore issues relevant to asset owners, looking at real estate from a higher perspective. Questions surrounding interest rate risk and currency hedging are addressed here,...

Real Estate Products & Services

Research Paper

Momentum, the tendency of past winners to continue to do well in the near future, is used widely in risk models, quantitative strategies and, more recently, as the basis for factor indexes aiming to replicate the performance of this pervasive factor. But the academic definition of momentum is extremely difficult to implement because it tends to lead to high volatility exposure and excessive portfolio turnover. Our approach involves selecting securities based on risk-adjusted performance and...

Indexes

Research Paper

This note describes a new method for estimating the risk exposures of hedge funds and mutual funds when complete holdings are unavailable. Like MSCI’s previous fund models, the Fund Model enables returns-based analysis of funds together with holdings-based analysis of other portfolio components. The new methodology extends traditional returns-based style analysis to incorporate other holdings-based information, reduce noise, and overcome distortions from turnover and the smoothing of illiquid...

Risk Management Analytics

Press Release

ESG Products & Services

Research Paper

This Research Bulletin looks at an often overlooked but important challenge—the allocation of resources behind investment strategies. All asset managers face the problem of how to best allocate resources, be it analysts, computational power or physical resources. Assigning more resources to segments that have more names to cover is one straightforward way. Alternatively, return dispersion (i.e., cross sectional volatility) reflects the opportunity set available to asset managers, and...

Research Paper

This year's research snapshot explores the investment challenges facing the industry from the risks of late cycle investing to disruptive technology and how to incorporate ESG into your investment strategy. The snapshot also provides an overview of global property market trends across sectors and markets and as part of the wider MSCI business we also explore issues relevant to institutional investors, such as looking at real estate in a multi-asset class context.

Real Estate Products & Services