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Showing 281 - 290 of 308 entries

  1. BLOG

    INTEGRATED FIXED-INCOME RISK AND PERFORMANCE ANALYSIS 

    May 27, 2015 Andy Sparks

    Integrated Risk Management

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    Asset managers look at both risk and return in their portfolios. However, it is not always so easy to report and analyze risk and performance attribution on the same platform and along the same dimensions. This type of integrated ex‐ante and ex-post analysis can be carried out in BarraOne, MSCI’s multi‐asset class, multi‐currency, risk and performance analysis platform.

  2. BLOG

    DO ENTRENCHED BOARDS HELP OR HURT STOCK PERFORMANCE? 

    May 21, 2015 Ric Marshall

    ESG Research

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    Do entrenched boards help or hurt stock performance of publicly held companies? We found that the involvement of entrenched boards, particularly at family-dominated firms, was a positive attribute over the five-year period ending March 2015, in both the U.S. and emerging markets.

  3. BLOG

    TILTING TO U.S. SMALL CAPS: USING MSCI ANALYTICS IN PORTFOLIO CONSTRUCTION 

    May 15, 2015 Raman Aylur Subramanian

    Factors

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    U.S. cap-weighted, small-cap benchmarks have historically displayed structural biases that affect performance. For example, small-cap indexes have sector, revenue and style tilts compared to the broad U.S. market.

  4. BLOG

    THE EROSION OF THE REAL ESTATE HOME BIAS 

    May 5, 2015 Peter Hobbs

    Real Estate Investing

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    As an asset class, real estate typically has a high degree of home bias, especially when compared to equities and fixed income. However, this home bias is starting to erode, with asset owners in most countries already investing internationally or actively exploring options for building off-shore exposures.

  5. BLOG

    GLOBAL EQUITY ALLOCATION: A NEW PARADIGM IS DEVELOPING 

    Apr 29, 2015 Remy Briand

    Global Investing

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    Maintaining a “home bias” in the equity portfolio may come with huge opportunity costs. In a 2012 study MSCI prepared for Norway’s Ministry of Finance, we examined...

  6. BLOG

    MEASURING LIQUIDITY RISK 

    Apr 23, 2015 Carlo Acerbi

    Integrated Risk Management

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    After the global financial crisis of 2008, investors and regulators realized that liquidity risk in multi-asset class portfolios could no longer be overlooked. Too many risk models had assumed ample funding and low trading costs, which contributed to the meltdown.

  7. BLOG

    USING SYSTEMATIC EQUITY STRATEGIES TO BUILD BETTER PORTFOLIOS 

    Apr 23, 2015 Mehmet Bayraktar

    Factor Investing

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    Systematic Equity Strategies, when represented as factors in risk models, allow investment managers to better monitor the sources of risk and return in equity portfolios. We believe that they also improve forecast accuracy and help construction of portfolios that tilt towards (or away from) these strategies, which are rules-based or computer-based implementations.

  8. BLOG

    GLOBAL PROPERTY DELIVERS STRONG RETURNS IN 2014 

    Apr 15, 2015 Peter Hobbs

    Real Estate Investing

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    Global property has delivered another stellar year of performance of 9.9%, the fifth consecutive year of strong returns since the financial crisis, and the best performance since 2007. A series of countries performed particularly well over the past year, most notably Ireland with a record return of 40%, but also the U.K. (17.9%) and U.S. (11.5%).

  9. BLOG

    BEYOND DIVESTMENT: USING LOW CARBON INDEXES 

    Apr 6, 2015 Remy Briand

    ESG Research

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    Climate change presents one of the biggest economic and political challenges of the 21st century, and yet investors are only starting to explore the effect these changes could have on financial assets. A key concern is the potential effect on portfolios of “carbon stranded assets.”

  10. BLOG

    ESG TRENDS TO WATCH FOR 2015 

    Mar 23, 2015 Laura Nishikawa

    ESG Research

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    We head into the new year with the backdrop of swooning oil prices and (re)newed geopolitical fault‐lines, juxtaposed against a return to growth in the US and emergence of the next generation of tech darlings.

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Showing 281 - 290 of 308 entries