Extended-lister
Showing 421 - 430 of 441 entries
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Research Report
MSCI Insights - March 2015The newly titled MSCI Insights is a monthly publication where we provide commentary on the market using MSCI Barra Equity Models, the MSCI Macroeconomic Model, the RiskMetrics Factor Model and MSCI Indexes.
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Research Report
Harvesting Equity Yield: Understanding Factor InvestingEver since central banks slashed interest rates in response to the Global Financial Crisis, many institutional and retail investors turned to high dividend-paying equities to meet their needs for income. However, a naïve high-yielding equity strategy can expose itself to various “yield traps,” such as those stemming from temporarily high earnings, high payouts or low stock price. We find that the yield factor has tended to perform well during a structurally low and rising interest rate...
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Research Report
2022 年 ESG 趋势展望
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Research Report
MSCI Barra Yearbook 2008
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Research Report
Real Estate Market Size Report 2020/21Real Estate Products & Services
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Research Report
What’s Your Factor Footprint?As the more alarmist discussion of factor meltdowns due to crowding has dissipated, institutional investors have turned toward understanding the investment capacity of factor-based strategies. The key question is to gauge how much capital can be invested in funds that replicate factor indexes before their return expectations diminish to unattractive levels. In this Research Insight, we use characteristics of factor indexes to gauge their capacity, using the MSCI Minimum Volatility Index as a...
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Research Report
Factor Investing and ESG IntegrationIntegrating ESG criteria into equity portfolios raises important portfolio construction questions. For example, what is the impact of ESG on portfolio performance and characteristics? How does it alter the risk profile and the factor exposures of portfolios? How does it affect institutional investors’ ability to pursue their investment strategy? Our results show that integrating ESG criteria into passive strategies generally improved risk-adjusted performance over the period 2007 to...
Indexes ESG Products & Services Portfolio Management Analytics
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Research Report
MSCI IndexMetrics® An Analytical Framework for Factor, ESG and Thematic InvestingMSCI introduced IndexMetrics® in 2013 as a lingua franca for evaluating and monitoring factor indexes along several dimensions, for a multiperspective analysis. As markets and investment processes continued to evolve, we have enhanced the IndexMetrics framework to keep it relevant. But the foundation remains: a framework designed to provide investors with quantitative measures along four dimensions — key metrics, performance, exposure and investability. Here, we provide an update to the...
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Research Report
The Protein Transformation: A Critical Driver of the Net-Zero Economy
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Research Report
The MSCI Multi-Asset Class Factor ModelPortfolio Management Analytics Risk Management Analytics BarraOne