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Index Performance in Changing Economic Environments

Over the last few years investors globally have shown concern over the changing state of the economy and its impact on their investments. Many institutional investors have started explicitly accounting for macro economic conditions in their asset allocation decisions and are trying to create a process for identifying macroeconomic-sensitive portfolios. 

MSCI released the Index Performance in Changing Economic Environments research paper - a new addition to the series of Factor Indexing and Macro modeling papers - that attempts to provide a framework to assess the impact of macro scenarios on equity strategies and allocation to these strategies.

Join us for a webinar where Altaf Kassam, Managing Director and Head of Index Applied Research EMEAI, and Raghu Suryanarayanan, Executive Director Macroeconomic Risk and Asset Allocation Research, discuss:

  • A framework for allocating to multiple factors in the presence of economic uncertainty - building on historical analysis using MSCI’s 40+ years' history of factor and sector indexes - to show to what degree economic intuition has been borne out historically in the short-term
  • The results and applications from MSCI's state-of-the-art Macro Asset Pricing Model


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