Research Report

Accurately 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

Research Report

This 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 Assets

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