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Showing 5891 - 5900 of 5,947 entries
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Methodology
MSCI Index Calculation MethodologyPDF
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Methodology
MSCI Index Calculation MethodologyPDF
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Methodology
MSCI Index Calculation MethodologyPDF
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Methodology
MSCI Index Calculation MethodologyPDF
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Methodology
MSCI Index Calculation MethodologyPDF
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Methodology
MSCI Corporate Events MethodologyPDF
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Research Report
Measuring the Sustainability of AbenomicsAre Improved Returns for Japanese Companies Smoke and Mirrors? Following decades of recession and slow growth, Japan’s Prime Minister Shinzo Abe introduced a revitalization plan – dubbed Abenomics – in 2012 to address the key barriers of economic growth. In particular, the third “arrow” of Abenomics, the growth strategy, focused on a series of government‐driven initiatives impacting corporations and capital markets. Among them was the establishment of Japan’s Stewardship Code and Corporate...
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Research Report
Alignment to Climate Regulatory Scenarios: A Case Study of Australian CompaniesWhile technological progress will likely play a critical role in catalyzing a transition to a low carbon economy, regulation has historically been a key lever in efforts to reduce global carbon emissions to combat climate change. Within the financial sector, climate change scenario analysis has begun to take a more prominent role in climate change risk management, after recommendations from the Financial Stability Board’s (FSB) Task Force on Climate-related Financial Disclosure (TCFD) were...
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Research Report
The MSCI Minimum Volatility Indexes: 10 Years On2018 marked the 10-year anniversary of the MSCI Minimum Volatility Indexes. Launching just prior to the global financial crisis, which caused sharp equity market falls, and the indexes’ behavior “out-of-sample” since launch have led to adoption by a large number of asset owners and the indexes’ serving as the basis for a wide range of ETFs that have gathered significant assets. Here, we contrast 10 years of live data with the previous 10 years of backtesting, investigating changes in the...
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Research Report
A consumer sentiment factor from web contentThe explosion in alternative data has been a blessing and a curse to investment managers. We have identified one source that provided unique and uncorrelated information when added to analysis of traditional factors and other measures of sentiment. These consumer sentiment metrics may provide investors with additional transparency into sources of risk and return, and could potentially be used to create valuable new factors.
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