Showing 1 - 10 of 113 entries
MSCI BlogIndex Futures and the Expansion of Equity Markets in EM and Asia
Given equity market growth in the emerging markets and Asia, and the dispersion of returns across individual subregions and countries, some have looked beyond traditional long-only approaches, to others, such as futures. We explore those options.
MSCI BlogManaging Climate Risk in Equity Portfolios: A Case Study
Institutional investors are increasingly focused on mitigating their climate-related risks. How could a “typical” active global equity manager have managed these exposures without disturbing the portfolio’s risk and return characteristics?
MSCI BlogWould Integrating ESG in Chinese Equities Have Worked?
ESG ratings have reflected financial risk and returns in developed-market and emerging-market equities. But was this true in China, where ESG considerations are still in their infancy?
MSCI BlogDid Value-Factor Exposure Deliver for Value Funds?
Building on previous MSCI research into the nuanced performance of the value factor, including the impact of sectors and other style factors, we look at how exposure to value drove the performance of actively managed value funds.
MSCI BlogESG Ratings: How the Weighting Scheme Affected Performance
Our recent research suggests that environmental and social issues were more industry specific and tended to show up in financial measures over a longer time frame compared to governance issues. How can E, S and G issues be combined?
MSCI BlogWhich ESG Issues Mattered Most? Defining Event and Erosion Risks
Very different ESG issues can be material for different industries. Our research suggests that risks can be divided into two main types: “event” risks and “erosion” risks to companies’ long-term competitiveness. Which ones mattered most for E, S and G?
MSCI BlogIs ESG All About the ‘G’? That Depends on Your Time Horizon.
The conventional wisdom has it that governance is the most dominant of the three E, S and G pillars. But our analysis finds different results when looking at contribution to performance over different time horizons.
MSCI BlogEquity-Market Dislocation and Index-Based Investing
Market turbulence amid COVID-19 presented risks and opportunities. We explore how indexes , combined with the use of fundamental data, provided a wealth of information to help identify potential market dislocations.
MSCI BlogOutcome-Oriented Factor Investing with a ‘Barbell’ Approach
Though relatively new to wealth investors, index-based factor investing has some similarity to a high-conviction, outcome-oriented approach. We explore combining the two when seeking outcomes such as equity growth, yield enhancement and risk mitigation.
MSCI BlogBuilding Better ESG Indexes: 30 Years On
How ESG indexes have evolved over the past 30 years: A Q&A with Stuart Doole, head of new index development at MSCI, about his conversations with investors since the COVID19 crisis started, the growth of ESG investing and how MSCI Research uses AI and machine learning in developing its ESG indexes.