Extended-lister
Showing 81 - 90 of 331 entries
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Research Report
MSCI Risk Monitor: RiskMetrics® Global - August 2016Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe - August 2016Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe - July 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Global - July 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Portfolio Management Analytics Risk Management Analytics
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Research Report
Global Equity Market Watch - July 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2).
Portfolio Management Analytics Equity Risk Models
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Research Report
Global Equity Market Watch - June 2016This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets.
Portfolio Management Analytics Equity Risk Models
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Research Report
MSCI Risk Monitor: RiskMetrics® Global - June 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe - June 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
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Research Report
Introducing Profitability: A Systematic Equity Strategy FactorIn this Research Insight, we introduce Profitability, one of the Systematic Equity Strategy (SES) Factors modeled by MSCI Equity Analytics Research. This paper finds that in periods of severe volatility and even during market declines, the Profitability factor had strong positive returns in our long-term study. In such market environments, current profits may take on paramount importance, with projected, longer-term revenues taking a backseat. Profitability has historically been a potential...
Portfolio Management Analytics Risk Management Analytics
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Research Report
Introducing Earnings Quality: A Systematic Equity Strategy FactorIn this Research Insight, we introduce Earnings Quality, one of the Systematic Equity Strategy (SES) Factors modeled by MSCI Equity Analytics Research. This paper finds that the Earnings Quality factor can help interpret drivers of risk and return, especially when a stock price peaks. At such turning points, weak firms may have a strong incentive to beat earnings. The Earnings Quality factor can help detect earnings management intended to boost the bottom-line, thus identifying...
Portfolio Management Analytics Risk Management Analytics