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Donald Sze

Donald Sze
Executive Director, MSCI Research

About the Contributor

Donald Sze is a member of MSCI’s Equity Core Research team. His research focus is equity factors and risk models. Previously, Donald was a director in fixed-income investment solutions at UBS Wealth Management and director in macro-derivatives structuring at UBS Investment Bank. He started his career in quantitative equity research at Goldman Sachs Asset Management. Donald earned his M.S. in management science and engineering from Stanford University and B.S. in engineering and applied science from the California Institute of Technology.

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Blog posts by Donald Sze

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  1. BLOG

    Using Factors As a Magnifying Glass for Equities 

    Oct 14, 2020 Donald Sze

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    Factors have been shown to be important systematic sources of risk and return. We examine how factor analysis can help identify investment characteristics that lie beneath the surface of seemingly similar stocks and equity portfolios.

  2. BLOG

    How Hedge Funds Navigated the Start of COVID-19 Volatility 

    May 8, 2020 Donald Sze , Navneet Kumar

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    How did hedge funds navigate the initial volatility amid COVID-19? Though holdings information is limited, and delayed, we gained insights into their reaction by examining the change in hedge-fund portfolios between the end of January and end of February.

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