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Risk Sentiment and Factor Dynamics in a Crisis: Factors in Focus
Fear, the realization of a global outbreak of COVID-19 and partial shutdown of many countries rattled markets over the first quarter of 2020. Watch Mark Carver and Hitendra D Varsani discuss the impact of Coronavirus on factor performance and exposures from MSCI’s adaptive multi-factor allocation model. In this video, Mark and Hitendra cover:
- Q1 2020 performance as the crisis unfolded
- Factor & ESG indexes performance in both equities and credit
- The inverted VIX curve and market dynamics
- Exposures from MSCI’s adaptive multi-factor allocation model
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Risk sentiment and factor dynamics in a crisis
四月 03, 2020
With Mark Carver, Managing Director, Global Head of Equity Factor Products
And Hitendra Varsani, Executive Director, Core Research
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Risk sentiment and factor dynamics in a crisis
Th realization of a global outbreak of COVID-19 and partial shutdown of many countries rattled markets over the first quarter of 2020.
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