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​​Aron Szegedi​

​​Aron Szegedi​

​​Associate, MSCI Research​

​​Aron Szegedi is a member of the MSCI research team focused on risk management and liquidity. He works on portfolio optimization and backtesting systematic strategies and supports liquidity-model improvements. Prior to joining MSCI, Aron worked on model validation as an intern at Morgan Stanley. He holds a bachelor’s degree in economics from the University of Warwick and a master’s degree in actuarial and financial mathematics from Eötvös Loránd University.​

Research and Insights

Articles by ​​Aron Szegedi​

    Are Green Bonds More Liquid?

    2 mins read Quick Take | Jan 9, 2024 | ​​Aron Szegedi​, Laszlo Hollo

    Do green and non-green bonds differ in liquidity? In addition to bid-ask spreads, we consider other bond characteristics, such as credit spread, duration, issue size and time since issuance, to isolate and quantify the liquidity effect of the bond’s label.