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Showing 31 - 40 of 306 entries

  1. MSCI Blog
    Hedge Fund Returns: Is Fund Selection Important?

    Many investors view hedge funds as a way to generate returns uncorrelated with other parts of the portfolio. We found that performance and sources of performance varied, but that exposure to traditional and factor investing strategies accounted for the majority of a typical hedge fund’s returns. Should hedge fund investors pay particular attention to fund selection?


  2. MSCI Blog
    IMPLEMENTING FACTORS THOUGH MULTI-FACTORS INDEX ALLOCATIONS-- A NEW APPROACH FOR INSTITUTIONAL MANDATES

    Let’s look at how factor allocations fit in the traditional institutional portfolio setting. Factor investing utilizing indexes can be viewed as active decisions implemented through passive replication. As such, factor allocations should be tailored to each institution.


  3. MSCI Blog
    Multi-Factor Indexes Made Simple

    Institutional investors are increasingly gravitating towards multi-factor allocations as the preferred approach to factor investing. But how should factor indexes be combined?


  4. MSCI Blog
    What market volatility has meant for factors

    As investors continue to focus on factor investing in periods of heightened volatility, we ask how volatility has affected factor performance.

    Factor Indexes


  5. MSCI Blog
    Building Climate-Aware Factor Portfolios

    Factor investing typically involves both security selection and alternative weighting based on security-level factor exposure. If such a strategy also needs to be climate-aware, what is the cost in terms of target-factor erosion?


  6. Research Report
    Deploying Multi-Factor Index Allocations

    Factor investing has become a widely discussed part of today’s investment canon. This paper is the second in a three-paper series focusing on factor investing. In the first paper, "Foundations of Factor Investing," we discussed six factors - Value, Low Size, Momentum, Low Volatility, Yield, and Quality - that historically have earned a premium over long periods, represent exposure to systematic sources of risk, and have strong theoretical foundations. We also discussed how...

    Indexes


  7. MSCI Blog
    What drives the capacity of factor index strategies?

    As factor investing becomes increasingly “business as usual,” institutional investors have become keenly interested in the ability of strategies that replicate factor indexes to persistently capture desired exposures without compromising exposure to the target factor. We illustrate six index design approaches that can be used to tackle this challenge.


  8. Webcast
    IPE Webinar: A Framework for Implementing Factor Based Equity Allocations

    Click Here to View the RecordingAgenda topics include:Assessing the role of factor investing in the context of a plans objectivesDetermining the appropriate factors for the planChoosing an index to capture the selected factorsFactor performance metrics

    Indexes


  9. Research Report
    Employing Style Rotation with MSCI’s Systematic Equity Strategy Factors

    The 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


  10. Research Report
    Multi-Factor Indexes Made Simple

    Multi-factor index fund allocations are increasingly becoming the preferred approach to factor investing. In this paper, we examine the return/risk characteristics of nine static and dynamic weighting strategies over a 36-year period. The results highlight that a simple strategy that equal weights multiple factor indexes has historically proved more effective than many of the more complex approaches - pointing to its potential as a way to combine factors, especially in the absence of...

    Indexes


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