Extended-lister
Showing 11 - 20 of 76 entries
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Some feel that proposed regulation in the U.S. could take the history of ESG and retirement plans in a whole new direction.
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Assessing inflation higher than many have seen in their working lives requires looking beyond this single piece of the puzzle.
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MSCI Blog
Russian Bonds: Rolling Back the Default ClockThe Russian government’s decision on April 29 to pay holders of two dollar-denominated Russian sovereign bonds led to a major rally, encouraging some investors that Russia may avoid default. There are, however, more challenges ahead.
RiskMetrics CreditManager Equity Risk Models
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Research Report
The Future of Factor Investing
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MSCI Blog
Which Companies Lost Most in Europe’s Lost Decade?If uncertainties over deglobalization persists, the performance divide between Europe and the U.S. could widen further. Have European firms been more at risk, given they have had more international revenue than U.S. companies?
BarraOne Economic Exposure Indexes Equity Risk Models
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MSCI Blog
Did Deglobalization Add to Inflation Woes?Inflation watchers, aware of how COVID-19 led to trillions of dollars of stimulus, may want to note the longer-term shift toward deglobalization. As these forces collide, they may lead to rising global inflation and affect asset-allocation strategies.
Emerging Markets Indexes BarraOne Developed Markets All Country Indexes Frontier Markets Indexes Equity Risk Models
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Research Report
Industry Momentum
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Research Report
Is There a Filings Factor?
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MSCI Blog
Investor Reaction to US Elections and COVID-Vaccine ProgressTo gauge investor expectations after Joe Biden was declared winner of the U.S. election and good news broke about COVID vaccines, we surveyed 151 U.S.-based financial advisers. We examine the advisers’ views on the next 12 months and markets’ reaction since Election Day.
ESG Climate Solutions Equity Risk Models All Country Indexes
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Research Report
Is There a Short Interest Factor?We introduce a new integrated short interest factor that combines multiple dimensions of short interest. The new factor combines information on the amount of shorting activity in the securities-lending market, the available lending supply, the rates investors are paying to short a security (borrow rates) and an adjustment for shorting activity due to dividend arbitrage. We find that dividend-arbitrage strategies can create large biases in short interest factors, particularly in Europe. We...
Portfolio Management Analytics Equity Risk Models