Showing 21 - 30 of 234 entries
MSCI BlogBridging the gap: Adding factors to indexed and active allocations
How can asset owners integrate an equity factor allocation into their existing roster of active managers? There is no one answer that suits all. The response may be different for each asset owner, depending on its investment beliefs, goals and risk tolerance.
MSCI BlogCEO Pay: Trick or Treat?
Some large asset owners are increasingly coming to believe that many executive pay schemes don’t align the interests of CEOs and investors. There appears to be an increasing focus on pay plan simplicity and transparency.
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Research PaperFoundations of ESG Investing – Part 3: Integrating ESG into Indexed Institutional Portfolios
According to recent surveys, asset owners’ have shifted their main focus to ESG’s financial benefits, as opposed to social benefits. In the third part of this paper, we discuss how ESG can be integrated into indexed allocations using MSCI ESG Ratings, which provided better risk-adjusted returns from August 2010 to December 2017 than the MSCI ACWI Index. We used existing best-in-class selection-based index methodologies (the MSCI ESG Leaders Index) for the creation of hypothetical global and...
MSCI BlogAdam Smith’s “invisible hand” and the value of benchmarks
Today, there are indexes designed to represent the performance of a wide range of investment segments, including market capitalization, geography, industry and, most recently, factors. They also are used as the basis for financial products, such as exchange-traded funds or derivatives. Much like Adam Smith’s “invisible hand,” they play a critical, behind-the-scenes role, reflecting the entire market’s views on valuations, rather than those of any individual or group of individuals.
MSCI BlogREAL ESTATE: ALLOCATIONS AND INTEGRATING RISK
The classic 60:40 mix of stocks and bonds has shifted to a 40:40:20 mix of stocks, bonds and alternatives, according to the 2014 MSCI Asset Owner survey.
MSCI BlogHow Funds Are Positioned for a Low-Carbon Future
As the world moves toward a low-carbon future, companies of many stripes are adopting renewable and clean-energy technologies. That, of course, has implications for stocks and the portfolios that hold them. How can asset owners understand the carbon-transition risks in their portfolios?
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MSCI BlogThe road toward a seamless global real estate portfolio
Two roads lead asset owners into real estate: the private (direct and indirect) ownership route and the public equity route. With private assets, investors can analyze performance in detail, down to the asset and vehicle level.
Research PaperMSCI Multi-Asset Class (MAC) Factor Model Validation
The MSCI Multi-Asset Class (MAC) Factor Model introduces several major advances in risk modeling, including systematic MAC strategy factors, a next-generation fixed income model, and improved equity models. This document demonstrates the value of the MSCI MAC Factor Model in forecasting risk, based on (1) visual inspection of the risk forecasts and realized returns, and (2) statistical tests. The MSCI MAC Factor Model is evaluated on an absolute (stand-alone) basis, and is also compared with...