Extended-lister
Showing 4931 - 4940 of 5,015 entries
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Research Report
Introducing Multiple Horizon Versions of the Canada Equity Model (CNE4) - Research NotesThis report introduces the new multiple horizon versions of the Barra Canada Equity Model (CNE4) - Canada Equity Model Short Term (CNE4S) and Canada Equity Model Long Term(CNE4L). Both versions use daily returns data while accounting for serial correlations in aggregating daily factor returns to longer horizons. The new multiple horizon models provide more responsive risk forecasts than the existing model,CNE4. In addition to using higher frequency returns the new multiple horizon models also...
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Methodology
MSCI Global Investable Market Indexes MethodologyPDF
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Methodology
MSCI US Equity Indexes MethodologyPDF
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Methodology
MSCI US Equity Indexes MethodologyPDF
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Methodology
MSCI US Equity Indexes MethodologyPDF
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Research Report
Fixed Income Risk ModelingComprehensive overview of the use of factor models for fixed income risk modeling.
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Research Report
ネットゼロ達成に向けて：アセットオーナー向けガイドESG Climate VaR ESG Climate Solutions Climate VaR
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Methodology
Global Investable Markets Value and Growth Index MethodologyPDF
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Research Report
MSCI Real Estate Research Snapshot Part 1Part 1 of this year’s MSCI Real Estate Research Snapshot is a compilation of our research published through the first half of 2020. At the start of the year we suggested that 2020 may prove to be a watershed year in terms of the way investors consider real estate as an asset class. On the face of it, it seems that due to the ongoing COVID-19 pandemic we may have been right, albeit for entirely different reasons. Download File Real_Estate_Research_Snapshot_2020_Part1.pdf
Real Estate Products & Services
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Research Report
The Road to RetirementDefined Contribution (DC) plans are rapidly becoming the primary retirement investment vehicle for a majority of employees across the US and other markets around the globe. Asset allocation for DC plans has to strike a balance between growth and protection assets over the savings lifecycle while protecting the long-term purchasing power of the nest egg. Due to the long duration of retirement investing and various risks associated with it, implementing the right asset allocation has become...