Extended-lister
Showing 5071 - 5080 of 5,237 entries
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Research Report
Australia's Fossil Fuel Projects: Dead in the WaterRisking impact to the Great Barrier Reef off Australia’s coast, the northeastern state of Queensland is seeing major development for new and expanded coal and gas projects, demanding a dramatic increase of port and rail capacity in chase of export opportunities to Asia. However, climate change and other environmental regulations and movements overshadow these investments, raising questions of their long term prospects and investment value.
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Research Report
Does high-yield receive the ESG credit it deserves?The distinction between investment-grade and high-yield issuers always has seemed rather black and white – low vs. high level default risk – but can we assume the same for these issuers’ management of ESG risks? Are all high-yield issuers also poor ESG risk managers? There is early research in the fixed-income market suggesting that credit ratings do not accurately reflect ESG risks and therefore do not serve as a sufficient proxy for that measure, but what about ESG ratings? Can a better...
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Research Report
Deploying Multi-Factor Index AllocationsFactor investing has become a widely discussed part of today’s investment canon. This paper is the second in a three-paper series focusing on factor investing. In the first paper, "Foundations of Factor Investing," we discussed six factors - Value, Low Size, Momentum, Low Volatility, Yield, and Quality - that historically have earned a premium over long periods, represent exposure to systematic sources of risk, and have strong theoretical foundations. We also discussed how...
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Research Report
Anatomy of Active PortfoliosIn constructing portfolios, asset managers expose the portfolio to factor tilts that greatly influence fund performance. Some of these exposures, which can provide sources of excess return, may be intentional but others may not. A manager who makes the wrong bet could be on the wrong side of history. Using MSCI’s Peer Analytics dataset, we examined the composition and performance drivers of active global funds through the lens of our Global Total Market Equity Model. Our key finding: Exposure...
Indexes Portfolio Management Analytics
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Research Report
The MSCI Multi-Asset Class Factor ModelPortfolio Management Analytics Risk Management Analytics BarraOne
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Methodology
MSCI World Climate Change Paris-Aligned Low Carbon Select IndexPDF
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Methodology
MSCI World Climate Change Paris-Aligned Low Carbon Select IndexPDF
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Methodology
MSCI World Climate Change Paris Aligned Low Carbon Select IndexPDF
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Methodology
MSCI World Climate Change Paris-Aligned Low Carbon Select Index MethodologyPDF
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Methodology
MSCI Climate Change Indexes MethodologyPDF