Extended-lister
Showing 391 - 400 of 462 entries
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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
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Methodology
MSCI ESG Universal Indexes MethodologyPDF
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Product Documentation
MSCI Response to the IOSCO Financial Benchmarks Consultation Report
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Research Report
Are Small Caps Truly Domestic?With increasing globalization many companies, both large and small, are expanding their global footprint in the quest for growth. The global profile of large multinational companies is well documented in investment research1. While small cap firms have traditionally been viewed as being domestically oriented, we are also witnessing the emergence of many small cap companies that are venturing outside their domestic markets. At the same time, the global universe of small cap companies has grown...
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Methodology
MSCI ESG Universal Indexes MethodologyPDF
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Research Report
MSCI Real Estate Research Snapshot Part 1Part 1 of this year’s MSCI Real Estate Research Snapshot is a compilation of our research published through the first half of 2020. At the start of the year we suggested that 2020 may prove to be a watershed year in terms of the way investors consider real estate as an asset class. On the face of it, it seems that due to the ongoing COVID-19 pandemic we may have been right, albeit for entirely different reasons. Download File Real_Estate_Research_Snapshot_2020_Part1.pdf
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Research Report
2022 ESG Trends to WatchESG Ratings ESG Climate VaR ESG Climate Solutions
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MSCI Blog
Digging deeper into pan-European property funds’ performanceProperty investors who invest across a broad region, like Europe, can use a peer-group benchmark to gauge relative performance. But to determine the specific drivers of returns, detailed asset-level performance attribution can help shed light.
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Research Report
Factors’ active role in portfolio constructionAs important systematic sources of risk and return, factors play a vital role in building, maintaining and measuring actively managed equity portfolios. Investors and technology continue to grow more sophisticated, which has given rise to new ways of gathering, sorting and analyzing information — and new investment approaches. A factor-based approach can provide deeper insight into funds and individual securities. Research by MSCI and others has continued to show that factors have been...
Portfolio Management Analytics Risk Management Analytics