Extended-lister
Showing 2021 - 2030 of 3,190 entries
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Press Release
MSCI公布2014年度市场分类评审结果PDF
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Methodology
MSCI 10/40 Indices - MethodologyPDF
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Methodology
MSCI 10/40 Indices - MethodologyPDF
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Methodology
MSCI 10/40 Indices - MethodologyPDF
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Research Paper
Research Insight - The Erosion of The Real Estate Home Bias - November 2014The home bias of real estate investing is starting to change. The world’s largest Sovereign Wealth and Pension Funds are leading the change with explicit global real estate investment mandates seeking to exploit the richer global opportunity set and its diversification benefits. In this Research Insight, we use the Barra Private Real Estate Model (PRE2) to examine the drivers of risk and return in the international real estate markets, and find that fragmentation of the global markets has led...
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Research Paper
What Type of Companies Were Best Prepared for Remote Work?COVID-19 disrupted the operating models of many businesses and forced a shift to remote working, digitization and low-contact transactions and services, which we term “Remote Operation Capability” (ROC). Some corporations were better positioned to take advantage of a remote, automated and digitized operating environment. We utilized machine-learning and natural language-processing techniques to build a potential ROC factor that looks at the extent to which a company was more likely to thrive...
Risk Management Analytics Portfolio Management Analytics
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Research Paper
Myths Debunked - Listed and Private Real Estate: Putting the pieces back togetherThis new condensed version of ‘Listed and Private Real Estate: Putting the Pieces Back Together’ explores whether a property owned by a listed real estate company, such as a Real Estate Investment Trust (REIT) or a real estate management and development company, produces returns close to those of an equivalent asset that is privately owned. Specifically, how do equity market factors, financial structures and individual properties contribute to performance? This research paper uses MSCI’s...
Real Estate Products & Services
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Research Paper
MSCI China Non-Performing Loan ABS Collateral ModelThis document describes the technical specification of the MSCI China non-performing loan (NPL) ABS collateral model. The model has one component: the cumulative recovery rate curve, which is conditional on the collateral type (credit card, residential mortgage, corporate loan) and the deal age. The model fit for the 91 sample deals with historical performance data is reasonable. It is also robust compared to other forms of complex models. This model structure may change as more data is...
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Research Paper
Myths Debunked - Managing Risk in Commercial Real EstateThis new digestible version of ‘managing risk in commercial real estate’ looks at how the multi-asset class context to the market, portfolio, asset and tenant level is changing the way we look at real estate risk. Although understanding of real estate risk is improving, this can be poorly integrated into actual investment processes. This research paper uses MSCI’s unique global dataset and risk models, to focus on several key areas important to the discussion around real estate risk.
Real Estate Products & Services
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Methodology
MSCI FX Hedge Indexes MSCI Global Currency IndexesPDF