Pavlo Taranenko is responsible for the construction and maintenance of key MSCI equity-index methodologies. His team leads regular index reviews, methodology changes and market-classification reviews. Pavlo joined MSCI from Canstar, where he worked on the design of some of the company’s rating methodologies. He holds an MBA from Griffith University, master’s degree in applied finance from Queensland University of Technology and a bachelor’s in physics from National University of Kyiv.
Research and Insights
Articles by Pavlo Taranenko
Index Rebalancing During High Volatility: A Balancing ActBlog | May 13, 2020 |
Significant volatility during COVID-19 highlights a need for index reconstitution, but some may worry about trading costs and excess turnover. We investigate the balance between appropriate market representation and avoiding high index turnover.
Keeping Indexes Investable in Evolving MarketsResearch Report | Mar 24, 2017 |
Market liquidity around the globe has changed drastically over the past decade, due to a combination of regulatory, technological and investment changes. Relative trading volumes on many primary trading venues have dropped by about 50% since their peak in 2009. To ensure the investability and replicability of MSCI equity indexes, we regularly monitor the liquidity of index constituents, apply liquidity screening criteria and review index construction rules and liquidity measures. Methodology...