Extended-lister
Showing 1 - 10 of 316 entries
-
MSCI Event
Better data-driven allocations with private capital transparencyPortfolio Management Analytics Risk Management Analytics Real Estate Products & Services
-
Perspectives Podcast: Did Pfizer Give the Value Factor a Much-Needed Shot in the Arm?
As the second quarter of 2021 drew to a close and the global economy continued to reawaken, the big stories were the resurgence of value, the positive correlation between value and momentum and the potential for inflation. What can history and factor ETF flows tell us about our current conditions?
-
Crowding Solutions
The MSCI Crowding solution helps active managers analyze their investments compared to the industry as a whole and make informed and timely decisions about potentially crowded or uncrowded trades. It covers multiple dimensions of Crowding including Factor Crowding, Security Crowding and Hedge Fund Crowding.
-
A More Intuitive Way to Calculate Investment Risk
By using RiskGrade, investors can better understand risk across individual investments, asset classes, and portfolios.
-
MSCI Event
MSCI in Practice: Crowding Solutions – Helping Investors Navigate Financial TrafficIndexes Portfolio Management Analytics Risk Management Analytics
-
Research Paper
MSCI Foreign Exchange Implied Volatility Factor ModelThe MSCI Foreign Exchange Implied Volatility (FX Vol) Factor Model is the latest addition to the MSCI Multi-Asset Class (MAC) Factor Model. As with other factor model blocks in the MSCI MAC model, the MSCI FX Vol model is built on top of the more granular RiskMetrics’ foreign exchange (FX) option data, specifically FX volatility surface time series. As with the MSCI MAC model writ large, the purpose of the MSCI FX Vol model is to filter market data to its fundamental drivers of risk and return.
Portfolio Management Analytics
-
Research Paper
Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation ProcessPortfolio Management Analytics
-
Research Paper
Machine Learning Factors Capturing Non Linearities in Linear Factor ModelsPortfolio Management Analytics Risk Management Analytics
-
Research Paper
Foundations of Dedicated China Allocations: Part 2Indexes Portfolio Management Analytics
-
MSCI Blog
How Have Stocks Responded to Changes in Climate Policy?To what extent has climate risk been priced into equity markets? Is there a “brown” discount and a “green” premium? Has this shifted over time? How can we model such risks as the world moves toward net-zero targets? We examine the financial impact of climate transition risk on global equity markets.
ESG Products & Services Portfolio Management Analytics