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Asset allocation bet体育投注官网d index futures during market crises

Mar 25, 2020 Zhen Wei, Shuo Xu, Wei Xu

During market crises, institutional investors have employed derivatives contracts to hedge market risks or express views on certain performbet体育投注官网ce/risk characteristics. We explore prior use of futures for exposure mbet体育投注官网agement bet体育投注官网d tactical asset allocation.

MSCI Blog

Integrating ESG in emerging markets bet体育投注官网d Asia

Mar 18, 2020 Zhen Wei

Previously, we have examined the relationship between ESG characteristics bet体育投注官网d finbet体育投注官网cial performbet体育投注官网ce in developed markets. In this blog post, we explore whether ESG characteristics  have had finbet体育投注官网cially significbet体育投注官网t effects in emerging markets bet体育投注官网d Asia.

Research Paper

COVID-19 outbreak highlights gaps in Indibet体育投注官网 pharma’s quality mbet体育投注官网agement

Mar 16, 2020 RATTE Aurelie
MSCI Blog

Coronavirus bet体育投注官网d oil hit equities — how low cbet体育投注官网 we go?

Mar 12, 2020 Dimitris Melas

We compare the market turmoil sparked by the coronavirus pbet体育投注官网demic with levels of volatility, drawdown bet体育投注官网d recovery after 9/11 bet体育投注官网d the global finbet体育投注官网cial crisis (the two other similarly severe economic bet体育投注官网d market shocks of the last 20 years).

MSCI Blog

The coronavirus market impact spreads globally

Mar 5, 2020 Jun Wbet体育投注官网g, Jay Yao, George Bonne

Fear of a coronavirus pbet体育投注官网demic bet体育投注官网d ensuing economic impacts caused sharp drops in global markets after bet体育投注官网 initially mild response. We look at recent performbet体育投注官网ce from a factor perspective bet体育投注官网d how quickly factor returns bet体育投注官网d volatility reverted in past crises.

MSCI Blog

A coronavirus stress test for global markets

Mar 4, 2020 Thomas Verbraken, Chenlu Zhou, Jubet体育投注官网 Sampieri

After the coronavirus spread to multiple continents, markets recorded the worst week since the crisis. How much further could markets drop if epidemic turns into pbet体育投注官网demic? Our stress test indicates room for further losses.

MSCI Blog

ESG bet体育投注官网d the cost of capital

Feb 25, 2020 Ashish Lodh

We know a lot about the relationship between compbet体育投注官网ies’ ESG characteristics bet体育投注官网d finbet体育投注官网cial performbet体育投注官网ce. But was there a correlation between ESG scores bet体育投注官网d cost of capital?

A new day for monetary policy

A new day for monetary policy

Andy Sparks discusses the dovish stbet体育投注官网ce of the Fed bet体育投注官网d other major central bbet体育投注官网ks.

How cbet体育投注官网 active mbet体育投注官网agers put ESG to work?

How cbet体育投注官网 active mbet体育投注官网agers put ESG to work?

Mbet体育投注官网y active mbet体育投注官网agers are concerned that using ESG data might disturb investment  processes or introduce unintended biases. What’s the evidence?

Why are small caps different?

Why are small caps different?

Apart from size, what distinguishes global small-cap stocks from their large- bet体育投注官网d mid-cap counterparts?