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Zhen Wei

Zhen Wei
Managing Director, MSCI Research

About the Contributor

Dr. Zhen WEI is a Managing Director at MSCI and responsible for bringing MSCI’s integrated investment solutions to leading investors across the APAC region. In addition, he spearheads thought leadership on China, Global Investing, Factor Investing, ESG Investing and Asset Allocation. Previously, Zhen led the Asian Pacific team for the Global Cross Asset Systematic Research division at J.P. Morgan. He also has worked at Bank of America Merrill Lynch and Lehman Brothers. He holds a Ph.D. in statistics and a M.S. in financial mathematics from Stanford University, and has a B.S. degree from Peking University.

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Blog posts by Zhen Wei

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  1. BLOG

    A Sector-Balanced Approach to China A Mega-Cap Exposure 

    Aug 27, 2021 Zhen Wei , Shuo Xu

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    For investors seeking exposure to the mega-cap segment of the China A market, a simple top-50 market-cap-weighted approach can lead to large sectoral biases. We explore how a balanced mega-cap approach may help.

  2. BLOG

    Considerations for Dedicated China Equity Allocations 

    Mar 18, 2021 Zhen Wei

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    China provides global equity investors a unique set of opportunities and challenges as they evaluate a potential dedicated investment program and how to approach asset allocation from policy configuration to portfolio implementation.

  3. BLOG

    中国专业股票配置的要点 

    Mar 18, 2021 Zhen Wei

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    鉴于中国进一步开放金融市场,一些投资者指定了一个专门计划来负责处理与中国相关的一系列投资机会。

  4. BLOG

    China A Shares: What Have We Learned? 

    Oct 30, 2020 Zhen Wei

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    In this first of a series of blogs covering specific index-inclusion stories, we explore China A shares’ inclusion in the MSCI Emerging Markets Index by looking back at how it occurred and what’s happened since with market and investor reaction.

  5. BLOG

    Index Futures and the Expansion of Equity Markets in EM and Asia 

    Aug 4, 2020 Zhen Wei

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    Given equity market growth in the emerging markets and Asia, and the dispersion of returns across individual subregions and countries, some have looked beyond traditional long-only approaches, to others, such as futures. We explore those options.

  6. BLOG

    Equity-Market Dislocation and Index-Based Investing 

    Jun 3, 2020 Shuo Xu , Zhen Wei

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    Market turbulence amid COVID-19 presented risks and opportunities. We explore how indexes , combined with the use of fundamental data, provided a wealth of information to help identify potential market dislocations.

  7. BLOG

    Outcome-Oriented Factor Investing with a ‘Barbell’ Approach 

    Jun 1, 2020 Zhen Wei , Shuo Xu

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    Though relatively new to wealth investors, index-based factor investing has some similarity to a high-conviction, outcome-oriented approach. We explore combining the two when seeking outcomes such as equity growth, yield enhancement and risk mitigation.

  8. BLOG

    市场危机中的资产配置与指数期货 

    Mar 25, 2020 Zhen Wei , Shuo Xu , Wei Xu

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    机构投资者通常利用期货、期权等衍生品合约对冲市场风险,或在某些特定市场环境中表达投资观点。

  9. BLOG

    Asset allocation and index futures during market crises 

    Mar 25, 2020 Zhen Wei , Shuo Xu , Wei Xu

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    During market crises, institutional investors have employed derivatives contracts to hedge market risks or express views on certain performance/risk characteristics. We explore prior use of futures for exposure management and tactical asset allocation.

  10. BLOG

    将ESG融入新兴市场和亚洲市场 

    Mar 18, 2020 Zhen Wei

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    在我们研究的时间区间内,ESG 评级较高的股票在新兴市场和亚洲(日本除外)地区表现较好,整合ESG 提高了这些地区的回报。

  11. BLOG

    Integrating ESG in emerging markets and Asia 

    Mar 18, 2020 Zhen Wei

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    Previously, we have examined the relationship between ESG characteristics and financial performance in developed markets. In this blog post, we explore whether ESG characteristics  have had financially significant effects in emerging markets and Asia.

  12. BLOG

    The coronavirus epidemic: Implications for markets 

    Feb 12, 2020 Zhen Wei , Jun Wang , Thomas Verbraken

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    The toll from the coronavirus has been felt throughout societies, leading to repercussions on the global economy and financial markets. We examine investor impact through markets’ economic exposures to China and factors and by stress testing portfolios.

  13. BLOG

    新型冠状病毒肺炎疫情对全球市场的影响 

    Feb 12, 2020 Jun Wang , Zhen Wei , Thomas Verbraken

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    The toll from the coronavirus has been felt throughout societies, leading to repercussions on the global economy and financial markets. We examine investor impact through markets’ economic exposures to China and factors and by stress testing portfolios.

  14. BLOG

    Emerging markets since China A shares’ inclusion 

    Dec 5, 2019 Zhen Wei

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    The emerging-market (EM) equity segment has evolved substantially during the two and a half years since MSCI announced the inclusion of China A shares in the MSCI Emerging Markets Index.

  15. BLOG

    Beyond headlines: How markets responded to US-China trade talks 

    May 9, 2019 Zhen Wei

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    Our analysis suggests that changes in equity-market valuations, analysts’ consensus earnings estimates and data on companies’ revenue exposure are metrics that provided insight into recent market and sector performances.

  16. BLOG

    How the low volatility factor has performed in China A shares 

    Oct 11, 2018 Zhen Wei

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    Which factors have performed best in the China A market, especially given its relatively high annualized market volatility? Is there too much risk to bear? We investigate the role that the minimum volatility factor has played.

  17. BLOG

    Can your investment strategy work with China A shares? 

    Jun 27, 2018 Zhen Wei

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    Many institutional investors have long viewed China A shares as an inefficient market, suggesting that active strategies such as stock-picking can thrive. However, researching a universe of over 3,500 stocks comes with huge challenges, and may lead investors to question whether factor-based systematic strategies could have worked well with China A shares.

  18. BLOG

    Winners and losers of a U.S.-China trade war 

    Apr 17, 2018 Zhen Wei

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    The question of who wins or loses a U.S.-China trade war has more than two possible answers. While much of the analysis has focused on China’s heavier reliance on exports to the U.S., American companies (and those who invest in them) actually have greater revenue exposure to China than the other way around. In fact, 5.1% of the revenues of companies in the MSCI USA Index come from China and may be at risk as a result of a trade war. In comparison, only 2.8% of the revenues of the companies in the MSCI China Index come from the U.S.

  19. BLOG

    Are you ready for China A shares? 

    Jun 29, 2017 Zhen Wei

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    MSCI’s recent announcement that it will add 222 China A shares to its key benchmarks raises practical questions for global and emerging market investors.

  20. BLOG

    What do rising interest rates mean for minimum volatility strategies? 

    Mar 13, 2017 Zhen Wei

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    Minimum volatility strategies have historically delivered above-average returns with below-average risk, especially in volatile market environments as have occurred in recent years. During this period, the world also has experienced low interest rates.

  21. BLOG

    THE DIVIDEND YIELD FACTOR: DEFYING CONVENTIONAL WISDOM 

    Dec 15, 2015 Zhen Wei

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    Ever since central banks slashed interest rates in response to the Global Financial Crisis, investors have been searching for yield.

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