Extended-lister
Showing 371 - 380 of 463 entries
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Methodology
MSCI Fixed Income Esg Universal Indexes MethodologyPDF
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Product Documentation
MSCI ESG IVA Report: First ESG Rating of Facebook
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Newsletter
Risk Update - September 2012Online Version | Contact Us Risk UpdateFrom MSCI | September 2012 Product NewsA Risk X-Ray: Correlated Risk DecompositionWhat Drives Changes in Risk?One of the key challenges for a risk manager or a portfolio manager is to account for changes to the risk profile of his or her portfolio. Market volatility is often an important driver, but is not necessarily the main contribution to the change. Other factors that could affect the risk profile of a...
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Research Report
International Diversification from a UK PerspectiveThe market turmoil of 2008 highlighted the importance of risk management to investors in the UK and worldwide. Realized risk levels and risk forecasts from the Barra Europe Equity Model (EUE2L) are both currently at the highest level for the last two decades. We explore the historical diversification effects of an international allocation for UK investors. We illustrate that investing only in the UK market can be considered an active deviation from a global benchmark. A UK domestic strategy...
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Research Report
Stress Testing in the Investment ProcessThis paper presents a framework for conducting effective stress tests and incorporating insights from stress tests in portfolio construction. We examine how to determine the scope of the test, how to construct severe, but plausible scenarios, how to transmit the shock to the portfolio and how to incorporate the results of stress tests in portfolio construction. Stress testing can be a useful complement to risk model outputs, such as volatility, VaR, and expected shortfall. The key advantage...
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Research Report
The MSCI Factor ESG Target IndexesInstitutional investors are moving toward integrating ESG criteria into their portfolios and their factor allocations in particular. But they face key challenges in doing so: How can they enhance their strategies’ ESG profiles while achieving the desired exposure to their target factors? Our research shows this can be achieved by simultaneously incorporating ESG integration alongside factor exposure targeting in index construction. The MSCI Factor ESG target indexes’ “one-step” approach...
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Methodology
MSCI Core Real Estate Indexes MethodologyPDF
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Methodology
MSCI Core Real Estate Indexes MethodologyPDF
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MSCI Blog
Measuring the Temperature of Your PortfolioInstitutional investors are setting targets to align their portfolios with a 1.5˚-2°C global warming scenario. But measuring and reporting portfolio temperature rise remain challenging. How can investors measure the temperature of their portfolios?
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Newsletter
Headlines 18Headlines From MSCI | Issue 18 Online Version Contact Us MSCI is pleased to offer an enhanced e-mail service, with new, more focused product coverage. While Headlines remains a quick, high-level summary of significant company developments, you can now also elect to receive Product Updates for Portfolio Management Analytics, Risk Management Analytics and ESG (Environmental, Social and Governance) Research in addition to MSCI Indices. We hope you find...