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Stuart Doole
Managing Director, MSCI Research
About the Contributor
Stuart Doole is Managing Director and Global Head of Index New Product Development Research. He leads a global team responsible for developing new indexes and enhancing existing products. Previously, he worked on both the buyside, in portfolio management, investment research and risk management, and the sell-side, producing top-down macro and bottom-up quantitative research. Stuart has a BA and a DPhil in Mathematics from Oxford University and an MSc in Nonlinear Mathematics from Bath University.
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Blog posts by Stuart Doole
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The Pace of Fast Change: Growth vs. Thematic Investing
Mar 16, 2021 Anil Rao , Stuart Doole
Learn MoreInvestors considering thematic investments to gain exposure to firms whose fortunes may not be captured by fundamental growth measures, may ask: What are the key opportunities – and challenges – that distinguish thematic from growth investing?
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BLOG
A Thematic Lens for Portfolios
Dec 17, 2020 Stuart Doole , Kumar Neeraj , Vishad Bhalodia
Learn MoreWe show how MSCI Thematic Exposure relevance scores helped position growth funds, as an example, alongside thematic funds, and highlighted key megatrends that drove performance. A thematic lens can help analyze other categories and strategies as well.
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BLOG
Aligning with the Paris Agreement: An Index Approach
Oct 22, 2020 Stuart Doole , Véronique Menou , Kumar Neeraj
Learn MoreInstitutional investors are under pressure to align their strategies with a maximum global temperature increase of 1.5oC as targeted by the Paris Agreement. We examine how they can approach this while respecting other investment constraints.
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由于需要根据《巴黎协定》的目标使投资策略与将全球升温限制在 1.5oC 所需的脱碳途径相一致，投资者承受着越来越大的压力。
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How ESG indexes have evolved over the past 30 years: A Q&A with Stuart Doole, head of new index development at MSCI, about his conversations with investors since the COVID19 crisis started, the growth of ESG investing and how MSCI Research uses AI and machine learning in developing its ESG indexes.
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As factor investing becomes increasingly “business as usual,” institutional investors have become keenly interested in the ability of strategies that replicate factor indexes to persistently capture desired exposures without compromising exposure to the target factor. We illustrate six index design approaches that can be used to tackle this challenge.
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Institutional investors increasingly are moving toward integrating ESG criteria into their portfolios and their factor allocations, in particular. This shift is driven by their recognition of the financial relevance of ESG issues to their risk management and their focus on long-term sustainable investing.
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