Extended-lister
Showing 1591 - 1600 of 5,455 entries
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Research Report
MSCI Monthly Update - December 2014The MSCI Monthly Update is a monthly publication where we provide commentary on the market using MSCI Barra Equity Models, the RiskMetrics Factor Model and MSCI Indexes.
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Webcast
Global ESG Leadership Forum 2013 - EMEA SessionGlobal ESG Leadership Forum 2013 – ESG Integration across Asset Classes Overview MSCI ESG Research, IPD, the Centre for Responsible Banking and Finance (RBF) / University of St Andrews, Responsible-Investor.com, UKSIF and VBDO are hosting an audio webinar and live seminar in London where experts from the industry and academia seek to...
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Research Report
MSCI Integrated Factor Crowding ModelWith the rise of factor investing, institutional investors increasingly have sought to understand whether their factor exposures are crowded. Current MSCI Barra equity factor risk models are designed to provide insight and detail to help institutional investors understand how a portfolio is positioned and what has driven its risk and return. The MSCI Integrated Factor Crowding Model is designed to complement the Barra model by providing investors with insight into how the rest of the market...
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Webcast
Pension Plan Risk Management at the Board LevelA challenge for Pension Boards in today’s volatile market environment is to understand the risks and opportunities inherent in their asset allocation decisions. Risk managers and investment staff at pension plans need to provide Boards with relevant and concise information that facilitates informed decision making.In this webcast our Research and Consultant teams will give an overview of the key considerations for Pension Boards’ risk management. We will begin with a brief...
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Research Report
Research Insight - Lost in the Crowd? Identifying and Measuring Crowded Strategies and TradesAUTHORS: Mehmet K. Bayraktar, Stuart Doole, Altaf Kassam, Stan RadchenkoThe “quant meltdown” of August 2007 and the subsequent unfolding of the global financial crisis highlighted the risks of crowded investment strategies. The rapid growth of smart beta indexes and their use in ETFs has added to the need for scrutiny. In this Research Insight, we propose a set of four key metrics (our “Crowding Scorecard”) for monitoring and detecting the crowding risk of any...
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MSCI Blog
Factor investing in Saudi Arabia: size mattersForeign interest has risen in Saudi Arabia following the easing of foreign-ownership limits. Our analysis shows investors would have benefited by controlling for exposure to small-cap companies.
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MSCI Blog
The real story in the growth of global real estate lies below the surfaceThe global market for professionally managed real estate investments grew marginally last year, reaching $7.1 trillion in 2015, up 2.8% from a year earlier, according to the latest annual survey by MSCI of the largest markets for real estate investment in 32 countries.
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MSCI Blog
ESG Ratings: How the Weighting Scheme Affected PerformanceOur recent research suggests that environmental and social issues were more industry specific and tended to show up in financial measures over a longer time frame compared to governance issues. How can E, S and G issues be combined?
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Research Report
2013 ESG Trends to WatchIf there is one thing that Hurricane Sandy in the US taught us, it is that preparation counts. What seemed unlikely even just a day before the storm upended business-as-usual and reinforced the primacy of risk management. Identifying vulnerabilities, however, requires challenging core assumptions about what past data and experience can tell us in the face of the unexpected. As MSCI ESG Research looks forward to 2013, we see clouds on the horizon in the context of accelerating climate change...
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MSCI Blog
Hotter Inflation Set Some Styles and Sectors on FireWhether due to stimulus, deglobalization, decarbonization or an overheating economy, higher inflation could have an impact on style-factor and sector performance. We investigate this impact in the context of two potential economic-growth regimes.