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Contributions by Simon Minovitsky
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 FactorAug 19, 2020 Learn More
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?
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.