Extended-lister
Showing 5571 - 5580 of 5,699 entries
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Index
MSCI World Value Select Screens Advanced IndexThe MSCI World Value Select Screens Advanced Index is based on the MSCI World Index, its parent index, and includes large and mid cap representation across Developed Markets (DM) countries. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to value style along with the improvement in the ESG profile of the index.
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Index
MSCI USA Multiple-Factor Advanced IndexThe MSCI USA Multiple-Factor Advanced Index is based on MSCI USA Index, its parent index, which includes large and mid-cap stocks in the U.S. equity market. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to combination of style factors along with the improvement in the ESG profile of the index.
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Index
MSCI Japan Multiple-Factor Advanced IndexThe MSCI Japan Multiple-Factor Advanced Index is based on MSCI Japan Index, its parent index, which includes large and mid-cap stocks of the Japanese equity markets. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to combination of style factors along with the improvement in the ESG profile of the index.
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Index
MSCI Europe Value Advanced IndexThe MSCI Europe Value Advanced Index is based on MSCI World Index, its parent index, which includes large and mid-cap stocks across Developed Market (DM) countries in Europe. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to value style along with the improvement in the ESG profile of the index.
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Index
MSCI Europe Quality Advanced IndexThe MSCI Europe Quality Advanced Index is based on MSCI Europe Index, its parent index, which includes large and mid-cap stocks across Developed Market (DM) countries in Europe. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to quality factor along with the improvement in the ESG profile of the index.
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Index
MSCI Japan Country Selection IndexThe MSCI Japan Country Selection Index is a capitalization weighted index that provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers
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Research Report
Global Real Estate Performance in 2017In this Research Insight, we present the results of MSCI’s IPD® Global Annual Property Index 2017, identifying current asset-level real estate performance trends globally and by national market. The analysis focuses particularly on the latest performance year, 2017. Global -level real estate delivered a total return of 7.9% in 2017, up from 7.4% in 2016 and marking the eighth consecutive year of positive performance since the global financial crisis. Spain was the best performing...
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Methodology
MSCI GIMI MethodologyPDF
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Research Report
Stress Testing Market Report - Credit Risk: Default, Migration and Correlation Shocks - October 2012This stress test report uses CreditManager to examine the relative stability of sample credit portfolios. In a buy-and-hold context, our analysis suggests that 'book mode' generally produces lower risk figures that are more sensitive to ratings changes and correlation moves; conversely, in a mark-to-market context, 'migration mode' results produce larger risk figures that are less sensitive to ratings. In both test cases, the stresses demonstrate significant increases in capital, in the range...
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Research Report
Comparing USE3 and USE4: Portfolio Construction and TurnoverThe enhancements introduced in the new Barra US Equity Model (USE4) are designed to improve risk forecasts for optimized portfolios. In this paper, we investigate the turnover and forecasting accuracy of optimized portfolios generated using USE4S, and compare them with those generated using the model's predecessor, USE3S. By testing various investment strategies, rebalancing on a daily or weekly basis, during the period 2007-2012, we found no systematic difference in turnover, and, in fact,...