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MSCI Blog
Allocating to emerging markets: It depends on your view of the worldEmerging market equities have declined 5.4% since the U.S. elections on Nov. 8 (measured in U.S. dollars).¹ But they remain a significant source of the world’s stock-market capitalization and economic activity, constituting 11% of the global investable universe and 40% of the world’s wealth. How much do institutional investors want to allocate to this portion of the market?
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Newsletter
Headlines 26Online Version | Contact Us HeadlinesFrom MSCI | Issue 26 Company NewsNew Look for FEA WebsiteA fresh design, improved navigation and easy to find content – all part of the FEA website's new look! Visit www.fea.comMSCI, S&P Indices and FTSE Collaborate to Launch First Ever Index Industry Trade BodyLast month, MSCI, along with S&P Indices and FTSE, announced the creation of the first ever trade association for the index industry, the Index...
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Research Report
How Much Structure is Best? A Comparison of market model, factor model, and unstructured equity covariance matricesThis paper compares three approaches to estimating equity covariance matrices: a factor model, a market model and an unstructured asset-byasset model. These approaches make different trade-offs between estimation variance and model specification error. We explore this trade-off with a simulation experiment and with an empirical analysis of UK equity portfolios. The factor model is found to perform best for large investment universes and typical sample lengths. The market model underperforms...
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MSCI Blog
Something for nothing? Increasing bond duration may not increase portfolio riskAsset allocators may consider lengthening the duration of their bond portfolios to prepare for a potential recession in the U.S. But could duration extension push risk above target thresholds? Maybe not.
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MSCI Blog
Five lessons for investors from the COVID-19 crisisCOVID-19 unleashed a torrent of sharp movements across global financial markets. We highlight five key lessons for investors regarding global investing, managing factors, active management, indexed investing and ESG investing.
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Research Report
Quantitative Insight - Frontier Markets: The Next Investment Frontier?The new MSCI Global Equity Model (GEM3) incorporates advances in risk methodology, including the addition of 22 frontier markets to the estimation universe, with full coverage of the MSCI Frontier Markets Index. Frontier markets are a diverse niche for risk-tolerant investors willing to weather market volatility to reap potentially huge gains. The relative obscurity of frontier markets can raise important questions for investors: What are the valuation and risk characteristics of...
Portfolio Management Analytics Equity Risk Models
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Press Release
未來資產環球投資(香港)新發MSCI中22283;指數ETFPDF
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MSCI Blog
The USD 220 Billion Global Tax Gap: Implications for Institutional InvestorsBuoyed by populist sentiment, regulators around the world are considering ways to close corporate tax loopholes and narrow the gap between the statutory tax rate and what companies actually pay. The effort could have significant consequences, both for corporations and for institutional investors who engage portfolio companies over the sufficiency of their tax-related disclosures with the goal of avoiding unforeseen risks.
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MSCI Blog
How could coronavirus impact credit markets?While newspaper headlines are focused on volatile stock markets stemming from the COVID-19 pandemic, credit markets are not immune. Our latest stress test asks, “What would it mean for portfolios if losses reached 2008 levels?”
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MSCI Blog
Small Caps - No Small OversightMany institutional investors recognize that their reference universe should include large-, mid- and small-cap equities and that smaller companies should earn a risk premium over larger ones. In practice, however, many of these investors - particularly in Europe and Asia - underweight the small-cap segment.