Extended-lister
Showing 371 - 380 of 461 entries
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Research Report
"A" Opening to the Great WallThe China A-share market has expanded tremendously over the last two decades. Today, the Shanghai and Shenzhen stock exchanges have a total market capitalization of about USD 3.5 trillion dollars of which foreign participation accounts for just over 1% percent. As the China domestic market gradually becomes more accessible, China A-shares could soon represent a viable investment opportunity set for global investors, which would entail significant investment implications.
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Methodology
MSCI Fixed Income Esg Universal Indexes MethodologyPDF
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Research Report
Selected geographic issues in the global listed equity marketOver the last few decades, increasing global economic and financial integration promoted economic development and enabled investors to seek opportunities and spread risks across national borders. This report, which was commission by the Norwegian Ministry of Finance, examines diversification opportunities including the importance of emerging markets; how a handful of large technology companies accounted for a significant percentage of recent developed-market performance and omitting...
Indexes Portfolio Management Analytics
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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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Methodology
MSCI Core Real Estate Indexes MethodologyPDF
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Methodology
MSCI Core Real Estate Indexes MethodologyPDF
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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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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.