Extended-lister
Showing 21 - 30 of 333 entries
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MSCI Blog
Did Deglobalization Add to Inflation Woes?Inflation watchers, aware of how COVID-19 led to trillions of dollars of stimulus, may want to note the longer-term shift toward deglobalization. As these forces collide, they may lead to rising global inflation and affect asset-allocation strategies.
Emerging Markets Indexes BarraOne Developed Markets All Country Indexes Frontier Markets Indexes Equity Risk Models
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Research Report
Foundations of Dedicated China Allocations: Part 3Indexes Portfolio Management Analytics
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Research Report
Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition RisksESG Products & Services Portfolio Management Analytics
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Research Report
Industry Momentum
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Research Report
Is There a Filings Factor?
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Research Report
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
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Research Report
Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation ProcessPortfolio Management Analytics
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Research Report
Machine Learning Factors: Capturing Non Linearities in Linear Factor ModelsPortfolio Management Analytics Risk Management Analytics
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Research Report
Foundations of Dedicated China Allocations: Part 2Indexes Portfolio Management Analytics
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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