Extended-lister
Showing 391 - 400 of 474 entries
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Methodology
MSCI Core Real Estate Indexes MethodologyPDF
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Methodology
MSCI Fixed Income ESG Universal Indexes MethodologyPDF
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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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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.
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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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Research Report
Fixed Income Risk ModelingComprehensive overview of the use of factor models for fixed income risk modeling.
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Research Report
Are Your Factors Aligned?Many institutional investors develop proprietary return forecasting models, but use third-party/alternative models such as the MSCI Global Equity Total Market Model to measure risk and transaction costs. While there may be a significant overlap between the factors used in alpha and risk models, at times they may be misaligned. For managers who optimize their portfolios, the optimizer will tend to amplify the component of alpha that is not aligned with the risk model; this may lead to...
Portfolio Management Analytics
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Methodology
MSCI Fixed Income Benchmark Family- Benchmark StatementPDF