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MSCI is pleased to invite you to our seventh annual spring Institutional Investor Forum where we will explore asset owner investment challenges through the lens of MSCI research and practical cases studies. This forum will explore the evolution of equity markets exploring developments in Emerging Markets investing and providing insights into factor behavior in different market regimes.

 

*Hot Breakfast Buffet and Boxed lunches to-go will be served.

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May 8, 2018

New York


Time

8:30 a.m. - 1:00 p.m.

Location

MSCI NY Office
250 Greenwich Street
Skytop 48th Floor
New York, NY 10007

Agenda

May 8, 2019
TIME DETAILS
8:30 a.m. REGISTRATION & BREAKFAST
9:00 a.m.

WELCOME & OPENING REMARKS

  • Diana Tidd, Global Head of Index and Chief Responsibility Officer
9:10 a.m.

MSCI RESEARCH AGENDA

  • Raina Oberoi, Executive Director & Head of Equity Solutions Research
9:15 a.m.

FUTURE OF EMERGING MARKETS

  • Dimitris Melas, Managing Director and Global Head of Core Equity Research

For the past 30 years emerging markets have provided return enhancement and risk diversification opportunities for global investors. The ongoing liberalisation of the domestic Chinese capital market has the potential to transform the characteristics of the asset class and its role in global portfolios. In this session we examine the challenges and opportunities that investors will face in managing their emerging markets allocations in the future. 

10:00 a.m.

FACTOR BEHAVIOR IN DIFFERENT REGIMES

  • Abhishek Gupta, Vice President, Equity Solutions
  • Raina Oberoi, Executive Director & Head of Equity Solutions Research

Style Factors behave differently in varied macro-economic environments and to that extent this seminar will explore the sensitivity of factor portfolios to changing interest rate and volatility regimes. As investors evaluate their factor allocation decisions it may be important to consider the impact of these macro regime changes on the range of style factors.

10:45 a.m. REFRESHMENT BREAK
11:15 a.m.

INTRODUCING THE MSCI ANALYTICS PLATFORM

  • Kirk Oldford, Executive Director, Analytics Consultant

A demonstration analyzing Risk and Performance of Factor Strategies using MSCI’s latest generation analytics platform and factor risk models. 

11:45 a.m.

TAIL RISK PROTECTION: THE ROLE OF FIXED INCOME IN A MULTI-ASSET PORTFOLIO

  • Andy Sparks, Managing Director and Head of Portfolio Management Research

We examine the economic rationales and the empirical evidence supporting the popular 60/40 portfolio of equities and bonds. We highlight the crucial role played by the bond/equity correlation in justifying fixed income as a portfolio diversifier. We construct and backtest several strategies designed to outperform a 60/40 benchmark and examine the robustness of results to underlying assumptions about correlations and volatilities.

12:30 p.m.

CLOSING REMARKS

  • Dorsey Barnett, Managing Director & Head of Asset Owner and Consultant Coverage

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Event Speakers

Dorsey Barnett

Managing Director & Head of Asset Owner and Consultant Coverage | MSCI

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Abhishek Gupta

Vice President, Equity Solutions | MSCI

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Dimitris Melas

Managing Director and Global Head of Core Equity Research | MSCI

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Raina Oberoi

Executive Director & Head of Equity Solutions Research | MSCI

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Kirk Oldford

Executive Director, Analytics Consultant | MSCI

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Andy Sparks

Managing Director and Head of Portfolio Management Research | MSCI

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Diana Tidd

Global Head of Index and Chief Responsibility Officer | MSCI

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