Extended-lister
Showing 51 - 60 of 10,000 entries
-
Press Release
MSCI Appoints Ashley Lester as Global Head of ResearchPDF
-
Research Report
Barra Hedge Fund Model (HFM2) Research NotesRisk Management Analytics BarraOne
-
Webcast
Welcome to GMI Clients - An Introduction to MSCI ESG ResearchAs a GMI subscriber you may be wondering what the recent acquisition by MSCI means for you. Where is GMI Analyst now being hosted? Who will be available to support your product and service inquiries? How does corporate governance research and analysis fit into MSCI ESG Research’s global team?View the first recorded webinar in a series of webinars where members of the now combined MSCI and GMI leadership team presented an introduction to MSCI and the ESG Research team, the product suite...
-
Research Report
Research Insight - Introducing the Prospect Factor - December 2013In this Research Insight, we introduce the Prospect factor. Systematic implementation of Prospect theory may be thought of as a contrarian investment strategy that takes long positions in stocks with poor historical performance and short positions in stocks with historical good performance. We find that the Prospect factor is significant in explaining risk and return characteristics of Japanese and US securities. The Prospect factor was identified as part of our Systematic Equity Strategies...
Portfolio Management Analytics Equity Risk Models
-
Research Report
Research Insight - Introducing the Seasonality Factor - March 2014This Research Insight, second in a series, introduces the Seasonality factor in our equity models; this factor was identified as part of MSCI's Systematic Equity Strategies (SES) research program. Seasonal behavior of stock returns is widely discussed in finance literature. The most prominent is the "January Effect," where prices tend to rise during January after stock sell-offs in December. In this paper, we examine how the SES Seasonality factor identifies seasonal pricing patterns for US...
Portfolio Management Analytics Equity Risk Models
-
Webcast
MSCI ESG Research: A Primer for Asia-Pacific CorporatesEnvironmental, social, and governance (ESG) factors are increasingly being integrated by institutional investors into investment analyses and benchmarking.MSCI ESG Research is one of the largest providers of ESG research to the investment community with over 900 institutional investor clients representing $15 trillion in assets globally, including over 125 asset owners with $4.5 trillion in assets.View the recorded webinar of an introduction and overview of MSCI ESG Research's analysis...
-
Research Report
Research Spotlight - Finding Value: Understanding Factor InvestingThe perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify and compare the exposure of stocks with "value" characteristics that help explain risk and return. In this Research Spotlight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.
Indexes Factor Indexes Value Weighted
-
Research Report
Research Insight - Capturing Factor Premia - April 2014Using the lens of the Barra US Equity Model (USE4S), this Research Insight provides a practical guide to constructing investable factor portfolios. This paper begins by discussing the general concept of a factor portfolio. We then explore the role of optimization in making a 'pure factor portfolio' investable. We assess how investability constraints impact the performance of factor-replicating portfolios. Finally, we discuss how MSCI Market Neutral Barra Factor Indexes can be used in an...
Portfolio Management Analytics Equity Risk Models
-
Product Documentation
MSCI ESG Research Product Updates July 2012
-
Press Release
MSCI ESG Research Launches MSCI ESG DataMetricsPDF