Extended-lister
Showing 4531 - 4540 of 5,475 entries
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Press Release
COP26 warning: World’s listed companies to cause a temperature rise of 3°CPDF
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Research Report
Single-Period Performance Attribution for Private Capital
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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.”
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Research Report
The Barra China Equity Model (CNE5) - Supplementary NotesThis document provides additional commentary on the results found in the CNE5 Empirical Notes. Since 2005, the broad A-share universe in China has expanded in the number of issues by nearly 40 percent, which has had profound implications for the design of the CNE5 industry factor structure, allowing a large expansion from 24 industries in CHE2 to 32 industries in CNE5. At the same time, the new model is more responsive to rapidly changing market conditions. And the...
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Research Report
Impact of Yen on Japanese StocksThis paper considers the changing value of the yen and its impact on the Japanese stock market during the last three decades, examining how this currency sensitivity has varied substantially across Japanese firms and during the observed period. In addition, we found the response to a rising or falling yen to be asymmetric. The dispersion of yen sensitivity is also seen to vary over time, which has implications for the passive-active investment debate under volatile exchange rate conditions....
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Methodology
MSCI Fundamental Data MethodologyPDF
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Research Report
Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition RisksESG Products & Services Portfolio Management Analytics
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Research Report
专业中国资产配置导论：（一）
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Research Report
Global Equity Market Watch - February 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets.
Portfolio Management Analytics Equity Risk Models
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Research Report
Research Insight - The Ultimate Forward Rate: Implications for Dutch Pension Plans - September 2012Since the global financial crisis, Dutch pension plans have faced a dual challenge of disappointing asset returns and low interest rates, resulting in a decline of their funding ratios. This has led regulators to consider revised pension funding rules, including the possible introduction of the ultimate forward rate (UFR) in the construction of the yield curve used to discount pensions’ liabilities to their present value. In this Research Insight, we examine the implications for pension...