Extended-lister
Showing 381 - 390 of 462 entries
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Methodology
MSCI Fixed Income ESG Universal Indexes MethodologyPDF
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Research Report
Currency Hedging: Adapting to VolatilityIn the past, institutional investors largely ignored currency hedging in their international equity portfolios. With the globalization of the equity portfolio and recent market volatility, they no longer can afford to do so. However, how to hedge foreign-exchange exposure is receiving renewed scrutiny. Static hedges have delivered higher risk-adjusted returns compared with unhedged portfolios over a long-term horizon. The static hedge, however, faces challenges in adapting to changing market...
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Research Report
Modeling Future Shocks: MSCI Best Practices for Predictive Stress TestingThe aftermath of the 2008 global financial crisis taught the risk industry that expert judgment and economic insight may help investors anticipate and avoid exposure to major financial downturns by using forward-looking models, such as predictive stress tests. But there is no consensus on how to create these scenarios. In this paper, we portray MSCI best practices for stress testing in a flowchart that guides risk managers through a series of steps that lead to a structured way of stress...
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Product Documentation
MSCI Response To The ESMA Consultation Paper Principles For Benchmarks-Setting Processes In The EU (ESMA/2013/12)
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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...
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Research Report
Research Insight - Risk from Any Altitude: Using the BarraOne Macro Factors - March 2014This Research Insight is the first in a series of practitioner-oriented case studies based on typical problems faced by institutional investors. This paper addresses the new 'Macro Factor' feature in BarraOne 3.8. Many institutional investors benefit from the granularity of a bottom-up factor model, while others prefer a more aggregated view, decomposing risk into broader themes. The BarraOne Macro Factor feature allows investors to have both views: 'zooming out' to the desired level for top...
Risk Management Analytics BarraOne
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Research Report
Australia's Fossil Fuel Projects: Dead in the WaterRisking impact to the Great Barrier Reef off Australia’s coast, the northeastern state of Queensland is seeing major development for new and expanded coal and gas projects, demanding a dramatic increase of port and rail capacity in chase of export opportunities to Asia. However, climate change and other environmental regulations and movements overshadow these investments, raising questions of their long term prospects and investment value.
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Methodology
MSCI ESG Universal Indexes MethodologyPDF
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Methodology
MSCI Fixed Income Benchmark Family- Benchmark StatementPDF
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Research Report
Foundations of Factor InvestingFactor investing has become a widely discussed part of today’s investment canon. This paper is the first in a three-paper series focusing on factor investing. In this paper we lay out the rationale for factor investing and how indexation can capture factors in cost-effective and transparent ways.[1] [1] The next papers series cover various aspects of implementation including use cases we have seen.