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Roman Kouzmenko

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.

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Blog posts by Roman Kouzmenko

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  1. BLOG

    Have regional equity-market correlations risen? 

    Nov 15, 2019 Guido Giese , Roman Kouzmenko

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    Global 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?

  2. BLOG

    Lessons from Woodford: Shutting the barn door after the horses have bolted 

    Jun 14, 2019 András Bohák , Roman Kouzmenko , Dimitris Melas

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    The 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.

  3. BLOG

    Beaten-down beta 

    Jan 3, 2019 Roman Kouzmenko , Anil Rao

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    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.

  4. BLOG

    Does the market contain too much Facebook? 

    Mar 29, 2018 Roman Kouzmenko

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    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?

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