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Navneet Kumar

Navneet Kumar
Vice President, MSCI Research

About the Contributor

Navneet Kumar serves on MSCI’s Core Equity Research team, which conducts proprietary research and strategic product development to address clients’ investment problems. Previously, he worked as a quantitative analyst at HSBC and ARP Research. Navneet is a CFA® charterholder and holds a master’s degree in mathematics from the Indian Institute of Technology (IIT) Bombay.

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Contributions by Navneet Kumar

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  1. BLOG

    Is ESG Investing a Price Bubble? Probably Not. 

    Dec 9, 2020 Guido Giese , Navneet Kumar , Zoltán Nagy

    ESG Research

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    Inflows into ESG funds have soared in recent years and months, in part motivated by outperformance since the COVID-19 pandemic erupted. But have these inflows become a self-fulfilling prophecy, creating an ESG bubble?

  2. The coronavirus pandemic sparked a surge of volatility across global financial markets. What lessons could investors draw from the COVID-19 crisis? In this paper, we present and discuss empirical evidence supporting five key lessons for investors regarding global investing, managing factors, active management, indexed investing and ESG investing.

  3. BLOG

    How Hedge Funds Navigated the Start of COVID-19 Volatility 

    May 8, 2020 Donald Sze , Navneet Kumar

    Factor Investing , Factors , Risk Management

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    How did hedge funds navigate the initial volatility amid COVID-19? Though holdings information is limited, and delayed, we gained insights into their reaction by examining the change in hedge-fund portfolios between the end of January and end of February.

  4. Asset owners use indexes as policy benchmarks and reference portfolios in their asset allocation. Index investors track cap-weighted indexes that seek to capture the market return. Active investors select securities and build portfolios that aim to outperform the market. All these types of investors may be able to benefit from incorporating factors into their process. More importantly, they may also be able to integrate factors without compromising other fundamentally important aspects of their strategies. In this Research Insight, we examine options for these institutional investors. ©2019 Pageant Media. Republished with permission of IPR Journal, from “Integrating Factors in Market Indexes and Active Portfolios.” Dimitris Melas, Zoltán Nagy, Navneet Kumar, and Peter Zangari. Vol. 45, No. 6, 2019.

  5. PAPER

    Anatomy of Hedge Fund Portfolios 

    Jul 16, 2018 George Bonne , Roman Kouzmenko , Navneet Kumar

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    Measuring hedge funds’ positioning and potential crowding around stocks is of interest to many investors, given these funds’ reputation for outperformance. We explore the performance of hedge fund positions using MSCI HedgePlatform, which has advantages over U.S. Form 13F filings, including monthly data points, improved timeliness and full visibility of short positions.

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