Chirag Gosar serves on the MSCI research team focused on new products. He helps develop new indexes and enhance existing products, including ESG, factor and thematic indexes. Previously, Chirag worked in global quantitative research at Citigroup Global Markets, focusing on portfolio risk and style analysis, factor calculations, quant indexes and client requests. Chirag holds a master’s degree in computer science from Indian Institute of Technology Bombay.
Research and Insights
Articles by Chirag Gosar
Building Climate-Aware Factor Portfolios4 mins read Blog | Aug 31, 2021 |
Factor investing typically involves both security selection and alternative weighting based on security-level factor exposure. If such a strategy also needs to be climate-aware, what is the cost in terms of target-factor erosion?
Currency-Risk Hedging in Real Estate Benchmarks5 mins read Blog | Feb 22, 2021 |
Global real estate investors can expose themselves to currency risk. Using a hedged index, they may better align their benchmark and investment approach and ensure currency risk is accurately treated in allocation modeling and performance attribution.
Alternative Views of Equity-Market Liquidity During COVID-19Blog | Aug 26, 2020 |
Institutional investors have typically used traded volume as a way to assess market liquidity. Adding alternative measures that gauge market impact and trading costs can provide a more comprehensive view for portfolio managers and traders.