Investors and developers aiming to position offices to meet occupiers’ demands could do well to examine what development strategies have worked in the past. We use a performance measure that addresses the uneven cash flows in developments to show returns.

After the “deconglomeration” wave of the 1980s, we examined how firms along the diversification spectrum have performed across regions and their exposures to certain factors, sectors and fundamental metrics. Important differences emerge. 

Climate-transition risks are reshaping lending and investment activities. Find out how banks can navigate these challenges with scenario-based risk-management strategies to meet new regulatory expectations.

Gulf Cooperation Council equity markets may offer diversification benefits due to lower correlations with global markets. Recent reforms and market dynamics have improved returns and reduced risks, making GCC futures a potentially valuable portfolio tool.

Monetary policy, strong U.S. growth and global uncertainty could lead to U.S.-dollar strength. We highlight this scenario, using the MSCI Macro-Finance Model, to help multi-asset-class investors assess the potential impact of tariffs and a stronger U.S. dollar on their portfolios. 

Sustainability data can signal stock-market torpedoes — or long-term winners. Our research reveals the key environmental, social and governance indicators that helped investors avoid sharp drawdowns and capture outperformance.

A portfolio’s carbon footprint can shift for many reasons — corporate action, market forces or portfolio rebalancing. Our new unified framework breaks down carbon-footprint attribution across asset classes to help investors pinpoint the key drivers.

Some emerging-market (EM) stocks have bucked the trend of underperforming headline EM indexes following the 2008 global financial crisis. We used nearly 30 years of index- and stock-level returns to identify their shared fundamental attributes.