Joseph Wickremasinghe is an analytics client consultant at MSCI. He covers asset-manager and hedge-fund clients on the West Coast. Prior to joining MSCI, Joseph worked at Union Bank, as part of its model-validation team, and as a risk manager on Cargill’s energy and petrochemicals trading desk. He started his career as a software developer with MicroStrategy. Joseph earned a master’s degree in physics from the University of Oxford. He is also a CFA® charterholder.
Research and Insights
Articles by Joseph Wickremasinghe
The Apple-fication of InvestingPodcast | Nov 22, 2023 |
Listen in on an in-depth discussion about the growing demand for and personalized tax-efficient strategies from wealth-management clients — driven by technological revolution and the coming, intergenerational transfer of wealth.
Measuring Tax AlphaResearch Report | Oct 27, 2023 |
The concept of tax alpha can help a wealth manager explain a client’s after-tax performance. We propose two frameworks to provide transparency around the after-tax attribution calculation used to measure tax alpha.
Analyzing Tax Strategies Using Direct Indexing and ETFs2 mins read Quick Take | Oct 6, 2023 |
Direct indexing and ETFs can both play a part in designing a tax-efficient investment strategy. We compare those roles in a U.S.-domiciled portfolio.
What Connects Correlation and Tax-Loss Harvesting?3 mins read Quick Take | Sep 28, 2023 |
Selling a capital asset at a loss to reduce your tax liability is one side of the coin. The other side is thoughtfully selecting the security that replaces it.
The Impact of Tax Management on Client-Designed PortfoliosResearch Report | Jun 21, 2023 |
We analyze a framework for wealth managers considering the impact of managing their clients’ investment preferences alongside different tax-management approaches.
Wealth Managers, Direct Indexing and ADRs2 mins read Quick Take | May 31, 2023 |
Wealth managers now have the option to complement domestic allocations with direct indexing using the 370 constituents of the MSCI EAFE Expanded ADR Index.
The Efficacy of ESG Momentum2 mins read Quick Take | Aug 31, 2022 |
Prior MSCI research has shown that ESG momentum — a measure of year-over-year changes to a company’s industry-adjusted ESG score — has been an impactful financial indicator, but it’s important to reassess its validity in the current market environment.
Breaking Down the Direct Indexing Investment ProcessResearch Report | Jul 28, 2022 |
Direct indexing has prompted wealth managers to evaluate their implementation choices for individual clients. Our research focuses on aspects of the wealth manager’s implementation of direct indexing as well as tax optimization.
Can Companies Push Other Companies to Reach Net-Zero by Degrees?Podcast | Jan 27, 2022 |
The largest source of many companies’ carbon emissions come from their suppliers. We look at how firms across industries approach this challenge as they work toward their net-zero goals, including the efforts of HP and MSCI.
Are Your Clients Ready for US Tax Day?6 mins read Blog | May 10, 2021 |
Given the complexity of U.S. tax regulation, wealth advisers continue to grapple with how to build tax-efficient portfolios while balancing clients’ other objectives. We propose a rules-based way of doing so and analyze its benefits and trade-offs.