Extended-lister
Showing 431 - 440 of 476 entries
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Methodology
MSCI Global Market Accessibility ReviewPDF
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MSCI Blog
Climate Action Could Lessen Physical Climate RisksA future that relies on fossil fuels could expose almost a quarter of the market value of companies in the MSCI ACWI IMI to the risks of severe physical climate impacts. Which were the most vulnerable sectors and what can be done to limit the risks?
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Research Report
A Roadmap to Personalizing Model Portfolios: Scaling with Purpose
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Research Report
Women on boards: 2019 progress reportOur annual update on women’s representation on corporate boards found a noticeable uptick in 2019: 20.0% of directors were women, up from 17.9% in 2018 and 17.3% in 2017. At the current pace, a 50/50 gender split among global directors might be reached by 2044. We have added other areas of interest including market- and sector-specific corporate gender diversity issues, expertise comparison and an overview of regulatory frameworks around gender diversity.
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Research Report
Building Single-Factor PortfoliosIn this study, we focus on some of the issues investors face when constructing long-only non-optimized single-factor portfolios using simple heuristics-based rank-select-weight algorithms. In doing so, investors may ask: Should they start from a universe of securities with a fixed target-market-cap coverage or a fixed number of securities? Should they assess factor exposure based on single or multiple factor descriptors? How broad a subset of securities will they use from the underlying...
Portfolio Management Analytics Risk Management Analytics
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Research Report
Investing in the SDGsThe 17 UN Sustainable Development Goals (SDGs) define the goal posts for delivering global sustainable development. While governments have developed the goals and signed up to their implementation, government action alone will not be enough to achieve them. This joint discussion paper from MSCI and the OECD proposes a framework for discussion around investment options and the potential role of institutional investors in achieving the SDGs and shares a proof-of-concept illustration of a...
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Research Report
Climate Change and Low-Carbon Risks and Opportunities in ChinaA transition to a low-carbon economy could alter the risk-return profile for many industries. The MSCI Climate Change Indexes aim to be practical tools to assist institutional investors in reflecting these potential changes in their investment strategies. They seek to do so by increasing the index weight for providers of low-carbon solutions and decreasing the weight of companies negatively exposed to such changes while seeking to maintain broad market exposure. In July 2020, MSCI launched...
Indexes ESG Products & Services ESG Climate Solutions ESG Indexes
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Research Report
Green Bonds and Climate — Towards a Quantitative MethodESG Climate VaR ESG Climate Solutions
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Research Report
Research Insight - Factor Indexes in Perspective: Insights from 40 Years of Data Part I: Study - September 2014Until recently, MSCI had calculated 25 years of simulated history for its factor indexes. In this Research Insight, we extend the simulated history to 40 years, providing new insights into the behavior of factor indexes over various time periods. We look at factor index behavior over various time frames; the changes in the correlation between factor returns over this period; historical variations in valuation of factor indexes and their exposure to GICS sectors. We also use IndexMetrics,...
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Research Report
A Defensive Approach to Factor PortfoliosLow-volatility indexes have been attractive to some investors, mainly due to their defensive and low-risk characteristics. This has been especially true in times of market uncertainty and heightened volatility. In this paper we investigate the possibility of incorporating the defensive characteristics of the MSCI Minimum Volatility Indexes into the construction of other factor indexes with the aim of achieving the highest “factor exposure-to-risk ratio.”