Extended-lister
Showing 4961 - 4970 of 5,388 entries
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Methodology
MSCI Global Environment Indexes MethodologyPDF
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Methodology
MSCI Equal Weighted Indexes - MethodologyPDF
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Methodology
MSCI Short and Leveraged Daily Indexes MethodologyPDF
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Methodology
MSCI Global ex Controversial Weapons Indexes MethodologyPDF
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Methodology
MSCI Global Fossil Fuels Exclusion Indexes MethodologyPDF
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Methodology
MSCI China All Shares IMI Future Mobility Top 50 IndexPDF
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Methodology
MSCI Global Investable Market Indexes MethodologyPDF
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Research Report
Capturing Equity Risk PremiaIn this paper we examine three approaches for capturing equity risk premia. In the 'simple' approach, the manager goes long stocks with positive exposure and shorts stocks with negative exposure, but makes no effort to control for other exposures or to minimize risk. In the 'pure' approach, the manager selectively retains only exposure to the desired factor, while hedging all other exposures. In the 'optimized' approach, the manager constructs the minimum-risk portfolio with unit...
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Research Report
The Relative Strengths of Industry and Country Factors in Global Equity MarketsWe investigate the relative strength of industry versus country effects in the global equity markets during the sample period 1994-2010. In particular, we examine three market segments: (a) the world market, (b) emerging markets, and (c) developed Europe. We employ a factor-based approach to construct portfolios that capture the “pure” effect of each industry or country, and measure the relative strength of the two effects. For the world market, we find that industry and country...
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Research Report
2017 ESG Trends to WatchThis year may usher in a fundamental rethink for investors. Underlying all the major trends we identified for 2017 is a strategic decision point – do we change the way we think about investing, or is this business as usual in a new order? In our annual trends to watch report, we highlight the six biggest ESG forces affecting institutional investors over the long haul. To read data from other years, please see our ESG Trends page.