Research Spotlight - The MSCI Diversified Multi-Factor Indexes

categories: Indexes, Research Paper, MELAS Dimitris, CHIA Chin-Ping, KULKARNI Padmakar, DOOLE Stuart

Multi-factor indexes are important tools for institutional investors seeking diversified exposure to factors that have historically generated premia over long horizons. In this Research Spotlight, we examine the new MSCI Diversified Multi-Factor (DMF) Index family, which selects stocks with exposures to the value, momentum, quality and low size factors, while keeping risk at the level of the market.


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Research Spotlight - The MSCI Diversified Multi-Factor Indexes.pdf