Extended-lister
Showing 401 - 410 of 461 entries
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Research Report
Tilting to U.S. Small CapsU.S. cap-weighted, small-cap indexes have produced superior returns historically than their parent indexes. Barra equity factor models demonstrate that passive, small-cap portfolios also have style tilts when compared to the broader U.S. equity market. Some of these tilts can be favorable, such as cheaper valuations. Others can be unfavorable, such as lower earnings quality and weaker profitability. In this Research Insight, we show that by using equity risk models tailored to the investment...
Portfolio Management Analytics
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Methodology
MSCI ACWI ex Controversial Weapons Indexes MethodologyPDF
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Methodology
MSCI ESG Universal Indexes MethodologyPDF
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Methodology
MSCI ESG Universal Indexes MethodologyPDF
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Research Report
What the War in Ukraine Could Mean for Net-Zero InvestingESG Ratings ESG Climate VaR ESG Climate Solutions
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Research Report
Retail Apocalypse: Should Mall Owners be Worried?Retailer bankruptcies, department store struggles and empty malls have dominated recent U.S. retail news headlines. The apparent culprit? A mass movement to online shopping. The “retail apocalypse” has led to fears of consumers abandoning physical bricks-and-mortar stores in favor of online shopping. In this paper, we use MSCI data to illustrate that, despite the inexorable rise of e-commerce over the last 20 years, retail asset performance in the U.S. has been surprisingly resilient,...
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Research Report
MSCI Barra Yearbook 2009
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Research Report
Portfolio BCP: Applying Business Continuity PracticesCatastrophic events can lead to change in established practices. This paper argues that organizations may get a competitive advantage by applying practices used in Business Continuity Planning (BCP) to the management of institutional portfolios. We propose a framework to prepare for extreme market events and mitigate their impact. This paper describes the required elements of BCP as applied to portfolios, reviews the tools and processes necessary to monitor the level of stress in financial...
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Research Report
The Value of Liquidity: Can it be Measured?The Value of Liquidity: Can it be Measured?The notion of liquidity has never been more relevant or as frequently referenced as it is today. But what precisely does liquidity entail and why is it so important? Theoretically, it is the ability to readily access funds when needed at a minimal cost. Practically, however, it is much more complex to define and is a broad concept that affects us all in one form or another (e.g., the availability of loans at affordable (yet risk adjusted) rates, the...
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Research Report
Real Estate Market Size 2014Insights into the size of the professionally managed global real estate market.