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Did Value-Factor Exposure Deliver for Value Funds?Jun 29, 2020
Building on previous MSCI research into the nuanced performance of the value factor, including the impact of sectors and other style factors, we look at how exposure to value drove the performance of actively managed value funds.
ESG Ratings: How the Weighting Scheme Affected PerformanceJun 29, 2020
Our recent research suggests that environmental and social issues were more industry specific and tended to show up in financial measures over a longer time frame compared to governance issues. How can E, S and G issues be combined?