Extended-lister

Nothing was found.

Showing 1 - 10 of 4,409 entries

  1. Methodology

    MSCI World Select Sustainable Megatrends Index

    Sep 20, 2019

    View  |  Related Products: Indexes

  2. Methodology

    MSCI Global ex Select Controversies Index Methodology

    Sep 18, 2019

    View  |  Related Products: Indexes

  3. Research Paper

    A consumer sentiment factor from web content

    The explosion in alternative data has been a blessing and a curse to investment managers. We have identified one source that provided unique and uncorrelated information when added to analysis of traditional factors and other measures of sentiment. These consumer sentiment metrics may provide investors with additional transparency into sources of risk and return, and could potentially be used to create valuable new factors.

    Sep 18, 2019

    View  |  Related Products: Indexes , Portfolio Management Analytics , Risk Management Analytics

  4. Methodology

    MSCI Business Involvement Screens Series E Indexes

    Sep 16, 2019

    View  |  Related Products: Indexes

  5. Research Paper

    A defensive approach to factor portfolios

    Low-volatility indexes have been attractive to some investors, mainly due to their defensive and low-risk characteristics. This has been especially true in times of market uncertainty and heightened volatility. In this paper we investigate the possibility of incorporating the defensive characteristics of the MSCI Minimum Volatility Indexes into the construction of other factor indexes with the aim of achieving the highest “factor exposure-to-risk ratio.”

    Sep 10, 2019

    View  |  Related Products: Indexes

  6. Methodology

    MSCI USA Business Cycle Select Factor Index

    Sep 4, 2019

    View  |  Related Products: Indexes

  7. Fact Sheet

    MSCI EM Asia IMI with partial A Shares Index

    Aug 30, 2019

    View  |  Related Products: Emerging Markets Indexes

  8. Fact Sheet

    MSCI World ex EMU Index

    Aug 30, 2019

    View  |  Related Products: Developed Markets

  9. Fact Sheet

    MSCI Australian Shares Large Cap Index

    Aug 30, 2019

    View  |  Related Products: All Country Indexes

  10. Fact Sheet

    MSCI Europe Infrastructure Index

    Aug 30, 2019

    View  |  Related Products: Developed Markets

-
-
-
-
-
-
-
-
-
-
-
-
-
-
-

Showing 1 - 10 of 4,409 entries