Extended-lister
Showing 31 - 40 of 143 entries
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MSCI Blog
Chinese Government Bonds: Higher Yield, Less Risk?Global investors’ interest in Chinese government bonds has risen, as these bonds offer higher yields than developed-market sovereign debt. For investors thinking about adding Chinese bonds to their portfolios, what could be the impact on portfolio risk?
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MSCI Blog
What ESG Ratings Tell Us About Corporate BondsHow did incorporating ESG factors affect the performance of corporate-bond portfolios? Did ESG add insights beyond credit ratings? How did ESG impact risk and performance of investment-grade and high-yield bonds? Short-dated versus long-dated bonds?
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MSCI Blog
ESG 评级告诉我们有关公司债券的哪些信息?我们探讨了将环境、社会和治理相关(ESG)因素纳入考量,对公司债券投资组合风险和表现的影响。
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MSCI Blog
Will Interest Rates Surge? Evidence from Options MarketsWith long-term interest rates near record lows, conventional wisdom suggests that they can only go up. But the interest-rate option markets seem to be telling a different story — that rate decreases are also a distinct possibility.
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MSCI Blog
Was Infrastructure Solid During COVID-19?Infrastructure investments have not been spared the effects of the pandemic. A closer look across investment types, subsectors and risk levels over time may provide useful perspective as private-capital firms and their investors manage through.
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MSCI Blog
Is US Equity Overvalued? A Macro ViewHeaded into what some see as “the second wave” of COVID-19, U.S. equity investors may ask: Is this a sustainable market recovery, or a bubble that may burst? We examine the question with our model for market-implied U.S. equity risk premium.
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MSCI Blog
How Portfolio-Weighting Schemes Affected Factor ExposuresSingle-factor portfolios seek high exposure to a target factor and limited exposure to non-target ones. We assess the impact that common portfolio weighting schemes have on these exposures, as well as on portfolio efficiency, concentration and investability.
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MSCI Blog
Factors in Focus: Impact of Inflation on Style FactorsGlobal equities continued to rally in Q3, brushing aside fear of a second wave of COVID-19 and a large economic slump. We review what it meant from an equity and fixed-income factor perspective and look at what our models showed headed into Q4
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MSCI Blog
Hertz So Good?We look at the unusual bankruptcy of Hertz Global Holdings Inc. — whose equity rallied in early June, when holders of Hertz bonds were expecting losses as high as 90% in default — to discuss the importance and subtleties of firms’ capital structures.
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MSCI Blog
Can MBS Duration Turn Negative?As mortgage rates have hit record-breaking lows, prepayment speeds have doubled. With the combination of a high price premium and elevated prepayment speed, could duration of mortgage-backed securities stray into negative territory?