Extended-lister
Showing 4881 - 4890 of 4,925 entries
-
Fact Sheet
MSCI ACWI Select Agriculture Producers IMI Index (USD) (GROSS)PDF
-
Fact Sheet
MSCI ACWI Select Metals & Mining Producers Ex Gold and Silver IMI (USD) (GROSS)PDF
-
Fact Sheet
MSCI ACWI Select Silver Miners IMI Index (USD) (GROSS)PDF
-
Research Report
Quantitative Insight - Comparing GEM2 and GEM3: Portfolio Construction and TurnoverThe methodological enhancements introduced in the new Barra Global Equity Model (GEM3) are designed to improve risk forecasts for optimized portfolios. In this paper, we investigate the turnover and forecasting accuracy of optimized portfolios generated using GEM3, and compare them with those generated using the model’s predecessor, GEM2. By testing various investment strategies during the period 2007-2011, we found no systematic difference in turnover; in fact, the GEM3 risk forecasts...
Portfolio Management Analytics
-
Research Report
Risk and Return of Factor PortfoliosPure factor portfolios have unit exposure to the particular factor, and zero exposure to all other factors. Such portfolios, however, are not uniquely specified because they depend on the regression weighting scheme used for their construction. In this Research Insight, we investigate the risk and return characteristics of pure factor portfolios under several different regression weighting schemes.
Portfolio Management Analytics
-
Research Report
IPD - Tinsa Barometer - 8th Edition - September 2015In this eighth edition of the IPD®-Tinsa Barometer, our 14 panellists share their outlook for 2015 against the backdrop of economic recovery. Other topics covered include the role of SAREB and the Spanish Reits (Socimis), the recovery of confidence in Spain, and trends in employment, consumption and trade.
-
Research Report
Employing Style Rotation with MSCI’s Systematic Equity Strategy FactorsThe rise of factor investing and smart beta has made timing factors more relevant than ever. As active investors look for ways to differentiate their strategies from their competition, factor rotation may be another technique to explore. In this Product Insight, we test style factor rotation methods using the Systematic Equity Strategy (SES) factors modeled by MSCI Equity Analytics Research. Using simulated history, our study found it was possible to anticipate Risk-On and Risk-Off...
Portfolio Management Analytics Risk Management Analytics
-
Research Report
Scottish Property Investment Review 2016An annual investment review on the Scottish commercial property market. The report analyses the underlying drivers of total return for the market as a whole and for the main property sectors. The report also compares the main Scottish city markets with key cities across the European Union as well as comparative cities and towns across the UK and Ireland.
-
Research Report
US Market Report - The Effect of the Bush Dividend Tax Cut - April 2012US investors are bracing themselves for the potential expiration of the 2003 Bush dividend tax cut. To help portfolio managers prepare for this potential change in the US tax code, this Market Report uses the rich factor structure of the Barra US Equity Model to examine these issues: (1) what effect the initial tax cut had on dividend-paying stocks, (2) the impact of this policy on the overall stock market, and (3) the change in dividend policies of the issuing firms.
-
Research Report
MSCI / University of Ulster – Northern Ireland Commercial Property Report 2017MSCI have collaborated with Ulster University for the last six years to produce the Northern Ireland Commercial Property report. This unique report provides the only performance measurement analytics on the Northern Ireland market, and provides comparison with its European and Global peers.