Breadcrumb
Extended Viewer

Roman Kouzmenko
Executive Director, MSCI Core Equity Research
About the Contributor
Roman Kouzmenko is an Executive Director in the MSCI Core Equity Research Team, which conducts proprietary research and strategic product development to address clients’ investment problems. Roman is a Chartered Financial Analyst and holds an MSc in Mathematics from the Swiss Federal Institute of Technology in Lausanne.
HTML Displayer Portlet
Blog posts by Roman Kouzmenko
Extended-lister
-
Good vaccine news on Nov. 9 drove unusual equity-index and factor returns, including in small caps. The MSCI USA Small Cap Index returned 3.03% that day vs. 0.82% for the MSCI USA Index. Was this due to the size factor, or was there a bigger story?
-
BLOG
Short Interest Factor Performance in Times of Crisis
Jun 24, 2020 Vipul Jain , Roman KouzmenkoGiven recent short interest factor performance, we asked: What has been the relationship between this factor and large market drawdowns? Were there changes in short selling during COVID-19? Did short-selling bans affect short interest factor performance?
-
BLOG
Did insider transactions have secrets to tell?
Nov 19, 2019 Vipul Jain , Roman KouzmenkoCompany insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?
-
BLOG
Have regional equity-market correlations risen?
Nov 15, 2019 Guido Giese , Roman KouzmenkoGlobal equity investors use regions as building blocks in asset allocation, typically segregating markets by how developed they are and by geography. Has globalization reduced the potential for geographical portfolio diversification?
-
BLOG
Lessons from Woodford: Shutting the barn door after the horses have bolted
Jun 14, 2019 András Bohák , Roman Kouzmenko , Dimitris MelasThe suspension of the U.K.’s Woodford Equity Income Fund highlights the value of regularly reviewing a portfolio’s factor exposures and liquidity characteristics for signs of style drift or deteriorating ability to redeem shares.
-
U.S. and international equity markets fell sharply to close out 2018. The MSCI USA Index fell 15% in the fourth quarter alone. (It fell a total of 6% for the year.) As we previously examined, investors began rotating from cyclical sectors and factors to defensive ones in June. This pattern continued, in earnest, until October.
-
Facebook’s privacy issues, Apple’s European tax woes and Amazon’s global ambitions are constantly in the news. And over the last few years, large U.S. technology companies, sometimes known as FAANG, have made up larger slices of the global equity market. Should their level of market concentration concern investors?
Regulation
Cookie Preferences
Accept all cookies
This website uses cookies to remember users and understand ways to enhance their experience.
For more information, please visit our Cookie Notice.
Strictly Necessary, Functionality and Performance Cookies
We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements.
For more information, please visit our Cookie Notice.