Extended-lister
Showing 31 - 40 of 7,328 entries
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The idea of a growth factor premium isn’t new, but it can be more difficult to capture in its purest form. How might investors build a growth factor portfolio and put it to work in today’s markets?
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Institutional investors may use single-factor portfolios for a strategic allocation alongside their market-cap investments, or as a tactical play to implement a particular market, factor-valuation, or economic cycle perspective. In both cases, there are certain questions to consider when constructing such portfolios. Abhishek Gupta, executive director on the index solutions research team, walks us through.
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Multi-strategy indexes that capture the quality, low volatility and value factors
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We explore the drivers and challenges behind the growth of ETFs that combine factors and ESG.
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Did equity and fixed-income factors perform as expected during the first full quarter of COVID-19’s global spread? Hitendra Varsani, executive director, core equity research, analyzes the results for Q2, and what MSCI’s Adaptive Multi-Factor Allocation Model showed as Q3 kicked off.
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MSCI Diversified Multi-Factor Indexes use the Barra product risk tools to construct indexes that track the performance of four factors – Value, Momentum, Quality and Low Size – which have, over time, provided higher return than the overall market while keeping risk at the level of an underlying parent index.
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Multi-Asset Class Factor Models help investors more clearly identify the drivers of risk and return in these complex, dynamic strategies.
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Watch our latest Asset TV video to learn why there is an increased demand from investors to incorporate Factor and ESG principles into their portfolio construction process.
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Despite its being the sixth consecutive quarter of positive performance, we saw a shift toward defensive factors over the third quarter of 2021.
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George Bonne, executive director on the equity core research team leveraged advancements in artificial intelligence and other technologies to identify and quantify “factors” related to the effects of COVID-19. We explored what he found and the implications for further research.