Simon Minovitsky is a Vice President in MSCI’s Equity Research Team. His work focuses on equity risk models. Previously, he worked for BlackRock and for the Lawrence Berkeley National Laboratory. Simon holds a master’s degree in computer science from St. Petersburg Polytechnic University in Russia.
Research and Insights
Articles by Simon Minovitsky
Can Style Momentum Be Optimized?6 mins read Blog | Nov 15, 2022 |
Momentum is a well-documented investment strategy used across assets, industries and asset classes, as well as style factors. We present an optimized style-timing strategy that accounts for both past performance and the variance-covariance of styles.
Could Factors Have Explained Cryptocurrency Risk?6 mins read Blog | Jul 29, 2021 |
As cryptocurrencies rise in popularity as investment vehicles, the need for standardized tools for this market increases as well. We created a multifactor model to measure whether factors important for equity markets were also important for crypto.
Bitcoin: Good as Gold?5 mins read Blog | May 26, 2021 |
During inflationary periods, equity investors, historically, have turned to gold as a hedge and diversifier. As the issue of inflation becomes more pressing, we ask whether cryptocurrencies, such as Bitcoin, could have played a similar role.
Factoring in ESG5 mins read Blog | Feb 26, 2021 |
How much does ESG contribute to portfolio risk and return? We looked at whether ESG performance was influenced by other factors or helped explain returns as a factor in its own right, using the MSCI Global Equity Factor Model + ESG.
Understanding the Industry-Momentum FactorBlog | Aug 19, 2020 |
When COVID-19 first swept through global equity markets, many factors exhibited unprecedented performance swings. How could institutional investors interpret the industry-momentum factor’s moves in the context of the underlying market dynamics?
Has the Growth Factor Earned a Premium?Blog | Apr 27, 2017 |
Asset managers devise investment strategies aimed at beating their benchmarks, but sometimes these strategies fall down in their implementation. Understanding exposures to different factors enables asset managers to make more informed decisions and allows institutional investors to evaluate the alignment of portfolios with their investment objectives. By using a fundamental factor model, we can see how a growth strategy might be hampered by unintended factor exposures.