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Yuliya Plyakha Ferenc

Yuliya Plyakha Ferenc

Vice President, MSCI Research

Yuliya Plyakha Ferenc specializes in ESG portfolio-management research at MSCI. She previously served as an academic researcher at the Luxembourg School of Finance and Goethe University. Yuliya has published research on portfolio construction, smart beta and asset pricing, and serves as a lecturer at EBS University. She holds a doctorate in finance from Goethe University, a master’s degree in financial mathematics from the TU Kaiserslautern and a master’s in mathematics from Kiev University.

Research and Insights

Articles by Yuliya Plyakha Ferenc

    The Performance of ESG Indexes: Year in Review

    6 mins read Blog | Jan 31, 2023 | Saurabh Katiyar , Yuliya Plyakha Ferenc

    There were several dynamics that influenced the performance of ESG indexes in 2022. We examine the impact of macroeconomic and financial conditions on returns in the short- and long-term.

    ESG Indexes Lifted by Carbon-Efficient Firms but Underperformed

    6 mins read Blog | Oct 31, 2022 | Saurabh Katiyar , Yuliya Plyakha Ferenc

    While much of the market volatility endured, the MSCI ESG Indexes’ performance drivers varied from the first half to the third quarter of 2022. We examine the impact of macroeconomic and financial conditions on returns in the short- and long-term.

    MSCI ESG Indexes Underperformed but Met ESG Objectives

    6 mins read Blog | Aug 24, 2022 | Yuliya Plyakha Ferenc , Saurabh Katiyar

    There have been specific dynamics that have influenced ESG-index performance in the first half of 2022. We examine the impact of macroeconomic and financial conditions on return in the short- and long-term. 

    ESG Reporting in Long-Short Portfolios

    Research Report | Apr 19, 2022 | Rumi Mahmood , Yuliya Plyakha Ferenc , Miranda Carr , Yu Ishihara

    We draw on our consultation with owners and managers of long-short portfolios to recommend best practices for fund-level ESG and climate reporting. 

    Implications of Shorting on Cost of Capital and ESG: Empirical Evidence

    Research Report | Apr 19, 2022 | Yuliya Plyakha Ferenc

    We draw on our consultation with owners and managers of long-short portfolios to recommend best practices for fund-level ESG and climate reporting. 

    Despite Oil & Gas’s Rebound, ESG Indexes Outperformed

    7 mins read Blog | Jan 28, 2022 | Yuliya Plyakha Ferenc

    In 2021, oil and gas stocks bounced back after five years of weak performance. However, leading MSCI ESG Indexes, which often have lower weights to high-carbon emission industries such as oil and gas, were resilient last year. What drove performance?

    Are Your Clients Ready for US Tax Day?

    6 mins read Blog | May 10, 2021 | Raina Oberoi , Yuliya Plyakha Ferenc , Joseph Wickremasinghe , Paulina Serrano

    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.