Extended-lister
Showing 81 - 89 of 89 entries
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Research Report
Currency Hedging: A Free Lunch?This Research Insight examines the question of whether currency hedging is a ‘free lunch' of risk reduction and zero expected returns. Using a long history of hedged and unhedged MSCI indices, we find that hedging does not always reduce risk, nor are mean returns zero. Contrary to some prior studies, we find there is no free lunch for the equity investor. Instead, we conclude that the usual, intuitive relationships hold: less risk usually means lower returns, and more risk, higher...
Portfolio Management Analytics
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Research Report
The "New Classic" Equity Allocation?The recent financial crisis led many institutional investors to review their asset allocation policies and explore alternative approaches to implementation. MSCI recently held discussions around the world with major pension plans, asset managers, and investment consultants to understand different approaches to implementing equity allocation. Following these consultations, we provide a framework for the implementation of global equity allocation. Our research suggest that global equity...
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Research Report
MSCI Insights - March 2015The newly titled MSCI Insights is a monthly publication where we provide commentary on the market using MSCI Barra Equity Models, the MSCI Macroeconomic Model, the RiskMetrics Factor Model and MSCI Indexes.
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Research Report
Global Capital Markets Yearbook 2007 (Review of Benchmark Performance Across Asset Classes)The annual yearbook delivers a comprehensive summary of the performance of the MSCI Indices. This year's issue begins with a review of asset classes as viewed through the lens of the Barra Integrated Model. A valuable guide for institutional investors including plan sponsors and endowment funds.
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Research Report
MSCI Monthly Update - February 2015The MSCI Monthly Update is a monthly publication where we provide commentary on the market using MSCI Barra Equity Models, the MSCI Macroeconomic Model, the RiskMetrics Factor Model and MSCI Indexes.
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Research Report
MSCI Insights - April 2015MSCI Insights is a monthly publication where we provide commentary on the market using MSCI Barra Equity Models, the MSCI Macroeconomic Model, the RiskMetrics Factor Model and MSCI Indexes.
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Research Report
Global Capital Markets Yearbook 2006 (Review of Benchmark Performance Across Asset Classes)The book analyzes the performance of various asset classes using our Global Capital Markets Index, International Equity Indices, Domestic Equity Indices for the US, Japan, and China, Fixed Income Indices, and Hedge Fund Indices. This year we also have a section covering our latest efforts in the world of benchmarks, namely, the MSCI REIT indices, High Dividend Yield Indices and the GCC (Gulf Cooperation Council) Countries Indices.
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Newsletter
Headlines 20Headlines From MSCI | Issue 20 Online Version Contact Us MSCI Expands Dedicated Asset Owner Client Teams GloballyCost Effective Managed Services - Now Available for Barra Portfolio ManagerMSCI ESG Research - Integration and ImprovementsThe Evolution of Global Investing: MSCI All Country World Index (ACWI)MSCI Research Published in Leading Journals3-in-1: Exploring Global Equity AllocationNew! Integrated MSCI Website MSCI Expands Dedicated Asset Owner Client...
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Research Report
Global Equity AllocationIf you would like to gain a greater understanding of current practices and emerging trends in the implementation of global equity allocation policies, take a look at Global Equity Allocation, three of our most popular papers on this topic compiled into one easy-to-read publication.