Showing 91 - 100 of 108 entries
MSCI BlogOne Size Does Not Fit All
The 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.
MSCI BlogHow oil prices may impact your portfolio
The 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.
MSCI BlogSeeking defensive yield in emerging markets and Asia
As we highlighted in a recent post, minimum volatility strategies have outperformed this year to date amid unrest in financial markets.
MSCI BlogHow Brexit may impact your portfolio
Britain’s leaving the European Union would send the U.K. and Europe into the unknown with possibly major consequences for multi-asset class portfolios.
MSCI BlogMulti-factor strategies highlight benefits of diversification
The 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.
MSCI BlogThe value factor marks a decade of disappointment
Call it a lost decade. The value factor recently marked 10 years of decline in the U.S.
MSCI BlogHow smart beta has performed amid the volatility
The 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.
MSCI BlogConstructing Low Volatility Strategies
Low volatility is one of the few factors that have historically performed well in turbulent markets.
MSCI BlogTHE DIVIDEND YIELD FACTOR: DEFYING CONVENTIONAL WISDOM
Ever since central banks slashed interest rates in response to the Global Financial Crisis, investors have been searching for yield.
MSCI BlogRIDING ON MOMENTUM
Momentum, 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.