Extended-lister
Showing 1 - 10 of 58 entries
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MSCI Blog
Investor Reaction to US Elections and COVID-Vaccine ProgressTo gauge investor expectations after Joe Biden was declared winner of the U.S. election and good news broke about COVID vaccines, we surveyed 151 U.S.-based financial advisers. We examine the advisers’ views on the next 12 months and markets’ reaction since Election Day.
ESG Climate Solutions Equity Risk Models All Country Indexes
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Research Paper
Is There a Short Interest Factor?We introduce a new integrated short interest factor that combines multiple dimensions of short interest. The new factor combines information on the amount of shorting activity in the securities-lending market, the available lending supply, the rates investors are paying to short a security (borrow rates) and an adjustment for shorting activity due to dividend arbitrage. We find that dividend-arbitrage strategies can create large biases in short interest factors, particularly in Europe. We...
Portfolio Management Analytics Equity Risk Models
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Research Paper
Global Equity Market Watch - July 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2).
Portfolio Management Analytics Equity Risk Models
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Research Paper
Global Equity Market Watch - June 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets.
Portfolio Management Analytics Equity Risk Models
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Research Paper
Global Equity Market Watch - May 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets.
Portfolio Management Analytics Equity Risk Models
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Research Paper
Global Equity Market Watch - April 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets.
Portfolio Management Analytics Equity Risk Models
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Research Paper
Global Equity Market Watch - March 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets. These common factors can be grouped into World, Country, Industry, Style, and Currency components.
Portfolio Management Analytics Equity Risk Models
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Research Paper
Global Equity Market Watch - February 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets.
Portfolio Management Analytics Equity Risk Models
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Research Paper
Global Equity Market Watch - January 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets. These common factors can be grouped into World, Country, Industry, Style, and Currency components.
Portfolio Management Analytics Equity Risk Models
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Research Paper
Global Equity Market Watch - December 2015This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets. These common factors can be grouped into World, Country, Industry, Style, and Currency components.
Portfolio Management Analytics Equity Risk Models