Extended-lister
Showing 5721 - 5730 of 5,847 entries
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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
Property Investment and Climate Change Adaptation in AustraliaKEY FINDINGS By mapping meteorological data of temperature zones against office portfolios of Australian REITs and REMDs, we found that as of November 2015 28% of their portfolios fall in zones where temperatures, and associated cooling costs, are relatively high and are likely to rise further as a result of climate change. Similar building performance in terms of energy efficiency between cooler and hotter zones, suggests that the real estate market in Australia may not have fully...
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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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Methodology
MSCI Corporate Events - MethodologyPDF
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Methodology
MSCI Corporate Events - MethodologyPDF
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Methodology
MSCI Corporate Events - MethodologyPDF
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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
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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Methodology
MSCI Index Calculation MethodologiesPDF
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Methodology
MSCI Index Calculation MethodologiesPDF