Extended-lister
Showing 11 - 20 of 143 entries
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MSCI Blog
Bitcoin: Good as Gold?During inflationary periods, equity investors, historically, have turned to gold as a hedge and diversifier. As the issue of inflation becomes more pressing, we ask whether cryptocurrencies, such as Bitcoin, could have played a similar role.
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MSCI Blog
Real Estate’s Climate-Transition Risk: The Path to Net-ZeroThe 2015 Paris Agreement seeks to keep the rise in global temperature to well below 2 degrees Celsius above pre-industrial levels, and many governments are aiming for 1.5°C through nationally determined contributions. What are the implications for real estate markets?
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MSCI Blog
The Pressure of the Crowd: Stress Testing Thematic IndexesSome investors may be concerned about crowding within the fast-growing thematic-investing segment. Using MSCI’s stock-crowding model, we identify crowded themes and run stress tests to understand how they might respond to an equity sell-off.
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MSCI Blog
Are Your Clients Ready for US Tax Day?Given the complexity of U.S. tax regulation, wealth advisers continue to grapple with how to build tax-efficient portfolios while balancing clients’ other objectives. We propose a rules-based way of doing so and analyze its benefits and trade-offs.
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MSCI Blog
Why Is Climate-Transition Risk High in High Yield?Investors increasingly focus on building greener portfolios. Some might expect bonds to be less exposed to climate-transition risk compared to equities, due to the seniority of bonds in the capital structure. But does that logic hold at the portfolio level?
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MSCI Blog
Factor Investing Held in High-Volatility/-Concentration PeriodU.S. equity markets have experienced increased volatility coupled with concentration in a handful of megacap companies. Has this hampered investors’ ability to capture factors effectively? Have stock-specific risks dominated factor indexes?
MSCI Country and Regional Indexes Factor Indexes
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MSCI Blog
Could Investment Grade Be as Risky as High Yield?Do high-yield and investment-grade bonds carry the same level of risk? For investors using common measures like value-at-risk models, IG- and HY-bond portfolios’ risk levels appear to have converged. But traditional models may miss important aspects of HY risk.
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MSCI Blog
Long-Horizon Risk: The Past 50 YearsFor long-horizon investors that aim to ride out volatility, short-term risk measures may be insufficient. We used multiperiod stress testing to evaluate one- and five-year returns of hypothetical multi-asset-class portfolios using 50 years of history.
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MSCI Blog
Managing the Risks of LIBOR ReplacementInvestors now have clarity on the process of transitioning away from LIBOR and falling back on replacement benchmark rates. We used stress tests to show that fallback modeling may be necessary to measure and manage the risks of LIBOR instruments.
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MSCI Blog
Are Growth and Value Indexes Still in Style?Growth and value indexes were created in the 1980s as finer tools than market-cap indexes to measure the performance of growth and value funds. Are style-specific indexes still a relevant choice to use as benchmarks for these funds?