Extended-lister
Showing 31 - 40 of 357 entries
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Research Report
Low Volatility over the Market Cycle: Understanding Factor Investing
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Interview
What Factor Investing Really Means And How It Works In Your Portfolio - An ETF.com Article
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Support Site Video
Factor Investing - Risk Hedging and Factor Tilting with MSCI Market Neutral Barra Factor IndicesPortfolio Management Analytics
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MSCI Blog
Using factors in international investingOver the last decade, asset owners have implemented factor investment programs with a focus on domestic markets. Increasingly, they are also funding equity factor programs in international markets. Two catalysts are driving this trend. First, there has been a steady erosion in asset owners’ home biases, leading to more indexed and active international mandates. Second, investment committees and boards of trustees have become more comfortable with using factors as a complement to core indexed and traditional active allocations.
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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?
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MSCI Blog
IMPLEMENTING FACTORS THOUGH MULTI-FACTORS INDEX ALLOCATIONS-- A NEW APPROACH FOR INSTITUTIONAL MANDATESLet’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.
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MSCI Blog
Multi-Factor Indexes Made SimpleInstitutional investors are increasingly gravitating towards multi-factor allocations as the preferred approach to factor investing. But how should factor indexes be combined?
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MSCI Blog
What market volatility has meant for factorsAs investors continue to focus on factor investing in periods of heightened volatility, we ask how volatility has affected factor performance.
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MSCI Blog
Building Climate-Aware Factor PortfoliosFactor 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?
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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.