Extended-lister
Showing 5581 - 5590 of 5,774 entries
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Fact Sheet
MSCI ACWI IMI Digital Economy & Metaverse Filtered Index (EUR) (NET)PDF
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Fact Sheet
MSCI Europe ex UK ex Weapons and Non Renewables Select Index (GBP) (NET)PDF
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Fact Sheet
MSCI Europe ex UK ex Weapons and Non Renewables Select Index (USD) (NET)PDF
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Fact Sheet
MSCI Europe Select High Dividend Low Volatility Eco Evolution Index (EUR) (NET)PDF
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Fact Sheet
MSCI ACWI Investable Market Innovation Quality Sustainable 100 Select Index (EUR) (NET)PDF
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Fact Sheet
MSCI World Small Cap Low Carbon SRI Screened Select Index (USD) (NET)PDF
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Fact Sheet
MSCI World Small Cap Low Carbon SRI Screened Select Index (EUR) (NET)PDF
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Fact Sheet
MSCI ACWI Large Cap Ex Select Business Involvement Screens Index (USD) (NET)PDF
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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
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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