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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

    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 , Miranda Carr , Yuliya Plyakha Ferenc , 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.