Extended-lister
-
Methodology
MSCI Hong Kong Mandatory Provident Fund Indexes MethodologyPDFIndexes MSCI Thematic Indexes MSCI Size Indexes
-
Methodology
MSCI All Market IndexesPDFIndexes MSCI Country and Regional Indexes MSCI Size Indexes
-
Methodology
MSCI Frontier Markets 100 Index MethodologyPDFIndexes MSCI Thematic Indexes Tradable Indexes MSCI Size Indexes
-
Methodology
MSCI Global Investable Market Indexes MethodologyPDFIndexes MSCI Country and Regional Indexes MSCI Size Indexes MSCI Sector Indexes
-
Research Paper
Index Performance in Changing Economic EnvironmentsOver the recent years, the impact of the macroeconomic regime on their investments has grown in importance for institutional investors. As a result, institutional investors have started explicitly accounting for macroeconomic conditions in their asset allocation decisions.This paper attempts to provide a framework for designing macro-sensitive portfolios, building on historical analysis using our 40+ years' history of MSCI Factor and Sector Indexes, and a long-term analysis based on the...
Indexes Factor Indexes Minimum Volatility Indexes MSCI Size Indexes MSCI Sector Indexes
-
Research Paper
Small Caps - No Small OversightMany investors recognize that their reference universe should encompass large, mid and small caps, and furthermore accept the investment belief that smaller companies should earn a risk premium over larger ones. Nevertheless, in practice, most of these investors underweight the small cap segment. Institutional investors - particularly in Europe and Asia - tend to have limited small cap representation, even within their own markets.We review various aspects of this puzzle and argue that...
-
Presentation
Consultation on a specific methodology enhancement for the MSCI Global Investable Market Indices
-
Presentation
Consultation on a proposal to create Global Broad & Microcap Indices
-
Research Paper
International Small Cap - A Distinct Asset Class?The paper investigates if international small cap has been distinctly different from large caps and therefore deserved to be part of a policy benchmark. Our results indicated an increase in correlations between aggregated MSCI EAFE Small Cap and Standard Indexes in recent years. But the challenges in small cap investing have been different as the level of stock return dispersion has been larger than within the standard segment and decisions on country allocation had a bigger impact on...