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Showing 71 - 80 of 142 entries

  1. Research Paper
    2017 ESG TRENDS TO WATCH

    This year may usher in a fundamental rethink for investors. Underlying all the major trends we identified for 2017 is a strategic decision point – do we change the way we think about investing, or is this business as usual in a new order? In our annual trends to watch report, we highlight the six biggest ESG forces affecting institutional investors over the long haul. To read data from other years, please see our ESG Trends page.

    ESG Products & Services


  2. Research Paper
    What’s Your Factor Footprint?

    As the more alarmist discussion of factor meltdowns due to crowding has dissipated, institutional investors have turned toward understanding the investment capacity of factor-based strategies. The key question is to gauge how much capital can be invested in funds that replicate factor indexes before their return expectations diminish to unattractive levels. In this Research Insight, we use characteristics of factor indexes to gauge their capacity, using the MSCI Minimum Volatility Index as a...

    Indexes


  3. Fact Sheet
    MSCI World Select 5-Factor ESG Low Carbon Target Index  (USD) (NET)
    PDF


  4. Fact Sheet
    MSCI World Select 5-Factor ESG Low Carbon Target Index  (GBP) (NET)
    PDF


  5. Research Paper
    Research Insight - Raising Minimum Governance Standards - December 2015

    Institutional investors concerned with excessive focus on short-term results are increasingly seeking to improve minimum corporate governance standards of their portfolio companies. To date, active engagement has been widely recognized as an effective means to promote sustainable long-term growth and risk management of a portfolio, but such approaches can be costly and difficult to scale. We put forward a potential approach for institutional investors to systematically raise minimum...

    Indexes ESG Products & Services


  6. Research Paper
    One Size Does Not Fit All: Understanding Factor Investing

    The size premium has been widely used in asset allocation and in risk models for decades. However, some academics and practitioners have contested the validity of the size premium. They argue: 1) the size premium has disappeared in the last 20 years and no longer exists; 2) the size premium exists only in the United States and not in other markets; 3) the size premium disappears after filtering out smaller stocks for investability. In this paper, we refute these claims and examine ways of...

    Indexes Portfolio Management Analytics


  7. Research Paper
    MSCI Monthly Update - January 2015

    The MSCI Monthly Update is a monthly publication where we provide commentary on the market using MSCI Barra Equity Models, the MSCI Macroeconomic Model, the RiskMetrics Factor Model and MSCI Indexes.


  8. Research Paper
    Introduction to Risk Modeling


  9. Research Paper
    Quantitative Insight - Comparing GEM2 and GEM3: Portfolio Construction and Turnover

    The 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


  10. Research Paper
    The growth-factor premium: Seeking a systematic approach for capturing it

    While used extensively by active managers as part of their security-selection decisions, the growth factor has been largely left out of the factor-index investing landscape, at least in its simplest form. This paper explores why and offers a way to capture this factor with a systematic, rules-based approach.

    Indexes


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