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Donald Sze

Donald Sze

Executive Director, MSCI Research

Donald Sze is a member of MSCI’s Equity Core Research team. His research focus is equity factors and risk models. Previously, Donald was a director in fixed-income investment solutions at UBS Wealth Management and director in macro-derivatives structuring at UBS Investment Bank. He started his career in quantitative equity research at Goldman Sachs Asset Management. Donald earned his M.S. in management science and engineering from Stanford University and B.S. in engineering and applied science from the California Institute of Technology.

Research and Insights

Articles by Donald Sze

    Portfolio Intelligence Through a Carbon-Efficiency Factor

    6 mins read Blog | Sep 1, 2022 | Peter Zangari, Donald Sze, Guillermo Cano

    The transition to a low-carbon economy may trigger a major transformation of the global economy, generating significant risks and opportunities for companies and investors.

    Net-Zero Alignment: Managing Portfolio Risk Along the Net-Zero Journey

    Research Report | Apr 25, 2022 | Donald Sze, Monika Szikszai, Thomas Verbraken

    Given climate risk’s multifaceted nature and the long time horizon on which climate change is unfolding, investors face an elevated level of uncertainty when making decisions. What approaches can they take as they seek to manage these risks?

    Using Factors As a Magnifying Glass for Equities

    5 mins read Blog | Oct 14, 2020 | Donald Sze

    Factors have been shown to be important systematic sources of risk and return. We examine how factor analysis can help identify investment characteristics that lie beneath the surface of seemingly similar stocks and equity portfolios.

    How Hedge Funds Navigated the Start of COVID-19 Volatility

    Blog | May 8, 2020 | Donald Sze, Navneet Kumar

    How did hedge funds navigate the initial volatility amid COVID-19? Though holdings information is limited, and delayed, we gained insights into their reaction by examining the change in hedge-fund portfolios between the end of January and end of February.