Extended-lister
Showing 5471 - 5480 of 5,503 entries
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Research Report
MSCI French Barometer – 32nd Edition
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Research Report
Real Estate Snapshot 2017In this inaugural edition of our Research Snapshot, you will read about topics that are trending across the globe. Is your real estate portfolio resilient enough? Can real estate benefit from smart beta? Are low yields a risk for your private real estate portfolio?
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Research Report
Performance–Studie Immobilien–SpezialfondsDie Performance-Studie Immobilien-Spezialfonds dient der Erhöhung der Transparenz in der Assetklasse Immobilien-Spezialfonds. Dieser Ansatz betrifft zum einen Trends bei Anzahl und verwaltetem Vermögen der Kapitalverwaltungsgesellschaften, zum anderen Rendite und Risiko der nach deutschem Recht aufgelegten Spezialfonds. Die Studie beruht auf Daten zu mehr als 190 Fonds (zu Q3 2015 174 Fonds) von mehr als 30 Kapitalverwaltungsgesellschaften bzw. Fondsmanagern, die zum Ende des dritten...
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Research Report
Built to Last - Two Decades of Wisdom on Emerging Markets AllocationsThe last decade has seen a prolific increase in approaches to emerging markets investing. Broad emerging markets exposure is increasingly viewed as an integral part of a global equity allocation alongside developed markets. The acronym style of emerging markets investing has also come forth (including BRIC, N-11, CIVETS, MIST, etc.), seeking more targeted exposure within emerging markets. We explore this wide array of emerging markets mandate configurations and implementation options.
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Research Report
UK Lease Events Review – November 2018MSCI, along with BNP Paribas Real Estate and the BPF, have long pursued a thorough understanding of UK leasing activity through real estate investment research. This research focuses on two distinct elements; new leasing trends in the marketplace and the effect on income when a lease event, such as a break or expiry, occurs. Such an understanding has grown in importance through the recent market cycle as tenant default weighed on landlord incomes and shorter lease lengths required careful...
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Research Report
Backtesting Risk Models: 2014 Year in ReviewThis 2014 Year in Review reports the results of one-year backtests using four types of simulation models available in RiskManager: Monte Carlo Historical Filtered historical Weighted historical The models were tested on 10 indexes, representing different segments of US and global equity and bond markets. Along with Value at Risk (VaR), we have extended the 2014 Year in Review to include a formal backtest of Expected Shortfall (ES), based on a framework recentlydeveloped by MSCI, and...
Portfolio Management Analytics Risk Management Analytics
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Research Report
Integrating Factors in Market Indexes and Active PortfoliosAsset owners use indexes as policy benchmarks and reference portfolios in their asset allocation. Index investors track cap-weighted indexes that seek to capture the market return. Active investors select securities and build portfolios that aim to outperform the market. All these types of investors may be able to benefit from incorporating factors into their process. More importantly, they may also be able to integrate factors without compromising other fundamentally important aspects of...
Indexes Portfolio Management Analytics
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Research Report
UK Lease Events Review – November 2017MSCI, along with BNP Paribas Real Estate and the BPF, have long pursued a thorough understanding of UK leasing activity through real estate investment research. This research focuses on two distinct elements; new leasing trends in the marketplace and the effect on income when a lease event, such as a break or expiry, occurs. Such an understanding has grown in importance through the recent market cycle as tenant default weighed on landlord incomes and shorter lease lengths...
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Fact Sheet
MSCI ACWI Select Agriculture Producers IMI Index (USD) (GROSS)PDF
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Fact Sheet
MSCI ACWI ex Hungary Index (USD) (GROSS)PDF