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Methodology
MSCI 25/50 Indices - MethodologyPDF
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Methodology
MSCI Factor Indices - MethodologyPDF
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Methodology
MSCI Short and Leveraged Indices - MethodologyPDF
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Research Report
Fixed Income Risk Modeling with GICS - BIM301 Fixed Income Credit Model Enhancements
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Research Report
Capturing the Value PremiumMSCI Value Weighted Indices are systematic indices that aim to reflect the value premium by employing an alternative weighting scheme that tilts the index towards stocks with lower valuation ratios. In this paper, we review the theoretical aspects of value weighted indices and through empirical studies we discuss the important facets of index construction that underpin the design of MSCI Value Weighted Indices. They are based on an objective and transparent methodology by which all the...
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Methodology
MSCI Index Calculation MethodologiesPDF
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Methodology
MSCI Global Investable Market Indices - MethodologyPDF
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Methodology
MSCI REIT Preferred Index - MethodologyPDF
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Methodology
MSCI Global Investable Market Indices - MethodologyPDF
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Methodology
MSCI US Equity Indices - MethodologyPDF