Extended-lister
Showing 9991 - 10000 of 10,000 entries
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Research Report
Using Systematic Equity Strategies: Managing Active Portfolios in the Global Equity UniverseBoth quantitative managers and fundamental stockpickers need to understand their risk exposures, build efficient portfolios and differentiate themselves from their competitors. Factor models identify country, industry and style factors, which help forecast and explain portfolio risk. A subset of style factors, Systematic Equity Strategy (SES) factors — such as value, momentum and quality — has also earned positive long-term returns historically. In this paper, we review the role of SES...
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MSCI Blog
Using Systematic Equity StrategiesTop-down managers assess the economic outlook and translate macro views into country and industry portfolio positions. In contrast, bottom-up managers select securities based on a set of common criteria, for example valuations, profitability, growth, quality, yield, as well as company-specific attributes.
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MSCI Blog
Thinking Broadly About Emerging MarketsEmerging-market equities revived in the first quarter after a rather dismal performance over the past five years. The pickup has left investors to wonder whether the gains might continue and to think anew about how to approach the segment.
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Press Release
Pan-Europe Property: Ireland & UK Slowing as Markets in the Continent Gain MomentumPDF
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Research Report
MSCI Risk Monitor: RiskMetrics® Global - April 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe - April 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
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Press Release
Dutch Social Housing Sustains RecoveryPDF
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Research Report
Income Inequality and the Intracorporate Pay GapBetween 2009 to 2014, we found that the highest executive total summary compensation at a company grew on average by 20% compound annual growth rate (CAGR) compared to 2% CAGR for the average worker. In our sample of 1,240 constituent companies of the MSCI ACWI Investable Market Index (IMI), we found the largest and fastest growing pay gap occurred within the Consumer Staples and Consumer Discretionary Sectors. We also found a correlation between intracorporate pay gaps and...
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Research Report
Global Equity Market Watch - April 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets.
Portfolio Management Analytics Equity Risk Models
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Investor Insight
MSCI Minimum Volatility Hedged Indexes (CAD)