Extended-lister
Showing 21 - 30 of 10,000 entries
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Research Report
Research Allocation with Return DispersionThis Research Bulletin looks at an often overlooked but important challengethe allocation of resources behind investment strategies. All asset managers face the problem of how to best allocate resources, be it analysts, computational power or physical resources. Assigning more resources to segments that have more names to cover is one straightforward way. Alternatively, return dispersion (i.e., cross sectional volatility) reflects the opportunity set available to asset managers, and...
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Corporate and government spending on research and development (R&D) accounted for about 2% of GDP globally, as of December 2018, with wide variation across individual countries.
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Research Report
MSCI Real Estate Research SnapshotThis year’s Real Estate Research Snapshot highlights the broad range of investment problems MSCI Real Estate’s data can be applied to. With emphasis on the importance of global consistency in data we provide an overview of global property market trends across sectors and markets. As part of the wider MSCI business, we also explore issues relevant to asset owners, looking at real estate from a higher perspective. Questions surrounding interest rate risk and currency hedging are addressed here,...
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Press Release
A new decade of world-leading researchPDF
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Press Release
MSCI completes acquisition of Trove ResearchPDF
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Research Report
Research Insight - Empirical Credit RiskThis paper describes an empirically motivated model of credit risk based on a study of the relation between returns to corporate bonds, government bonds and equities.
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Research Report
MSCI Fund Model Research NotesThis note describes a new method for estimating the risk exposures of hedge funds and mutual funds when complete holdings are unavailable. Like MSCI’s previous fund models, the Fund Model enables returns-based analysis of funds together with holdings-based analysis of other portfolio components. The new methodology extends traditional returns-based style analysis to incorporate other holdings-based information, reduce noise, and overcome distortions from turnover and the smoothing of illiquid...
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Webcast
An MSCI ESG Research Primer for CorporatesMSCI ESG Research is committed to transparency and open communication about our research, methodology, and processes with the corporate issuer community.Listen to the recorded inaugural webinar for an introductory look at our business and our policies and practices for engaging with companies.Session Topics:The MSCI ESG Research organizationOur main research products, including our flagship Intangible Value Assessment (IVA) ESG ratingHow MSCI ESG Research engages companies via our new data...
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Webcast
Building Sustainability Research into the Academic AgendaThe 21st century poses a new set of challenges for today's students and tomorrow's leaders. Climate change, resource constraints, demographic shifts and the information revolution are transforming the way business is conducted and how investors value companies. Demand is growing fast for sustainability courses and programs that address environmental, social and governance (ESG) issues. Approximately 150 universities now offer sustainability courses as part of their Masters...
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Research Report
Liquidity Risk: Current Research and PracticeThis article presents a survey of current thinking and practice regarding liquidity risk. We place the notion of liquidity risk as understood by risk managers in financial institutions in the broader context of liquidity as understood by treasury managers, institutional investors and traders, and central bankers. The article also presents and discusses critically two widespread approaches to measuring liquidity risk for individual securities, and discusses the problems that arise in...