Extended-lister
Showing 1571 - 1580 of 5,446 entries
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Webcast
Consultants and ESG: What to consider when working with ESG MandatesConsultants are increasingly being asked to assist their clients with environmental, social and governance (ESG) investing. According to the UN Principles of Responsible Investment (PRI), assets under management by PRI signatories now stand at more than USD 32 trillion (or 15% of the world's investable assets), up from USD 4 trillion at the PRI's launch in 2006. InvestorForce and MSCI ESG Research invite you to a webinar where our content experts will provide background on the...
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Research Report
Single Country Equity Risk Model HandbookThis handbook contains a general discussion of equity risk and return, and the methods BARRA uses to model portfolio risk.
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Methodology
MSCI Select Commodity Producers Indexes MethodologyPDF
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Methodology
MSCI Governance Quality Index MethodologyPDF
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Research Report
Back to BacktestingWe revisit the subject of backtesting. Backtesting was a topic of active discussion almost a decade ago, when the Basel Committee first allowed for banks to use internal models to assess capital. It is now a timely topic again, as regulation in other areas - asset management, pensions and insurance - moves toward internal risk models. We discuss some of the outstanding issues with backtesting, describe some of the bank experience with the Basel framework and speculate as to what future...
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Research Report
Inflation Risk Across the BoardInflation markets have evolved significantly in recent last years. In addition to stronger issuance programs of inflation-linked debt from governments, derivatives have developed, allowing a broader set of market participants to start trading inflation as a new asset class. These changes call for modifications of risk management and pricing models. While the real rate framework allowed us to apply the familiar nominal bond techniques on linkers, it does not provide a consistent...
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Research Report
The Barra Credit Series: Market Implied RatingsIn recent years, the growth of the global credit market has been spectacular. From an investor perspective, this has created many new opportunities for higher returns and diversification, but a careful management of risk is more necessary than ever. In this context, measures of credit quality are becoming an increasingly important reference. Agency ratings are a standard measure of credit quality. The question of capital requirements and the recent collapse of several high-profile large...
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Research Report
Portfolio Insights for a Deep Value ManagerThis bulletin is the first in a series aimed at asset managers with fundamental processes. Here, we look at the momentum characteristics of deep value managers and highlight the importance of monitoring momentum tilts at the portfolio level. Value investing has been around for years and it is one of the most common investment themes around the world. Although this paper uses US based value managers for illustration, the concepts should appeal broadly to value managers around the globe.
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Newsletter
Headlines 10Online Version HeadlinesFrom MSCI Barra | Issue 10>> Capture the Growth of Emerging Markets>> Special Promotion on FactSet Extended Until January 30>> Testing the Limits of Your Portfolio with BarraOne>> Quantitative Overlays for Fundamental Investors in European Equity Markets>> MSCI Barra Research Conferences Across the Globe>> MSCI 18th on Forbes.com 'The 200 Best Small Companies of America'Season’s Greetings!We would like to take this opportunity...
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Webcast
Global Trends in Sustainable Property Investment, an Asia-Pacific PerspectiveAs real estate asset values show signs of recovery in major markets, property companies are drawing renewed investor attention. However, investing in sustainability in the property sector has not followed the same trend across regions. MSCI ESG Research analyzes 500 real estate companies annually, including 230 REITs and 200 REMDs, on their capabilities for tapping into energy savings, and implementing tenant engagement and urban-site investment criteria in their portfolios. How have...