Extended-lister
Showing 91 - 100 of 108 entries
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MSCI Blog
One Size Does Not Fit AllThe size premium has been widely used in asset allocation and in risk models for decades. However, some academics and practitioners have refuted the validity of the size premium.
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MSCI Blog
How oil prices may impact your portfolioThe falloff in the price of a barrel of oil that began in June 2014 has highlighted how such fluctuations can affect economies and asset prices worldwide.
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MSCI Blog
Seeking defensive yield in emerging markets and AsiaAs we highlighted in a recent post, minimum volatility strategies have outperformed this year to date amid unrest in financial markets.
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MSCI Blog
How Brexit may impact your portfolioBritain’s leaving the European Union would send the U.K. and Europe into the unknown with possibly major consequences for multi-asset class portfolios.
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MSCI Blog
Multi-factor strategies highlight benefits of diversificationThe cyclicality of factor strategies means that individual factors can deliver a premium against the market over time but that any one factor can experience periods of underperformance.
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MSCI Blog
The value factor marks a decade of disappointmentCall it a lost decade. The value factor recently marked 10 years of decline in the U.S.
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MSCI Blog
How smart beta has performed amid the volatilityThe fitfulness of the global recovery has produced quick and unexpected changes in financial markets and handed portfolio managers the challenge of allocating assets amid the market stress.
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MSCI Blog
Constructing Low Volatility StrategiesLow volatility is one of the few factors that have historically performed well in turbulent markets.
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MSCI Blog
THE DIVIDEND YIELD FACTOR: DEFYING CONVENTIONAL WISDOMEver since central banks slashed interest rates in response to the Global Financial Crisis, investors have been searching for yield.
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MSCI Blog
RIDING ON MOMENTUMMomentum, the tendency of past winners to continue to do well in the near future, is used widely in risk models and in quantitative strategies. Recently, momentum has also been the basis for factor indexes aiming to replicate the performance of this pervasive factor.