Extended-lister
Showing 41 - 50 of 424 entries
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Research Report
Women on Boards: Global Trends in Gender DiversityMany institutional investors are increasingly focused on the gender composition of company boards. Our latest research shows that companies in the MSCI World Index with strong female leadership generated a Return on Equity of 10.1% per year versus 7.4% for those without, as of September 9, 2015, though we could not establish causality. We found that companies lacking board diversity suffered more governance-related controversies than average. Global asset owners are promoting a 30% global...
ESG Products & Services Research and Screening
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Support Site Video
Multi-Portfolio Attribution Across All Asset Classes, Strategies, Managers And Fund-Of-Funds
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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
MSCI Multi-Asset Class (MAC) Factor Model ValidationThe 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...
Portfolio Management Analytics Risk Management Analytics BarraOne
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Research Report
Measuring factor exposuresAccurately estimating factor exposures for stocks and portfolios can be economically relevant and may improve the investment process for a variety of investors, including asset owners, quantitative managers, wealth managers and risk managers. Methods for measuring exposures vary, however. We provide a comparative analysis of two such techniques — one based on time-series regression models, the other on observable firm characteristics.
Indexes Portfolio Management Analytics
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MSCI Blog
The Erosion of the Real Estate Home BiasAs an asset class, real estate typically has a high degree of home bias, especially when compared to equities and fixed income. However, this home bias is starting to erode, with asset owners in most countries already investing internationally or actively exploring options for building off-shore exposures.
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MSCI Blog
Did private capital deliver?Private-capital funds enjoyed record inflows from 2014 to 2018, as asset owners sought high-returning assets that had low correlations to traditional public asset classes. Did private capital deliver?
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Research Report
MSCI Real Estate Research SnapshotThis year’s Real Estate Research Snapshot highlights the broad range of investment problems MSCI Real Estate’s data can be applied to. With emphasis on the importance of global consistency in data we provide an overview of global property market trends across sectors and markets. As part of the wider MSCI business, we also explore issues relevant to asset owners, looking at real estate from a higher perspective. Questions surrounding interest rate risk and currency hedging are addressed here,...
Real Estate Products & Services
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Contributor
Amit Nihalani
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Contributor
Anil Rao