Executive Director, MSCI Research
About the Contributor
Alex serves on the team focused on hedge-fund and broker-dealer clients. He oversees the technical relationship with clients of MSCI’s analytics solutions. Prior to joining MSCI, Alex worked for 15 years in risk management at asset-management companies, including positions at Fidelity and Allianz Global Investors. Alex holds a doctorate in physics and a bachelor’s degree in mathematics — both from the University of London.
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Blog posts by Alex Johnson
Understanding the Industry-Momentum FactorAug 19, 2020 Alex Johnson , Simon Minovitsky
When COVID-19 first swept through global equity markets, many factors exhibited unprecedented performance swings. How could institutional investors interpret the industry-momentum factor’s moves in the context of the underlying market dynamics?