The latest
Research

Short-term consequences of long-term risk

Estimates of the equity risk premium suggest higher levels of uncertainty in equities markets, despite the fact daily VIX risk levels have declined. Risk managers need to confront the tension between short-term risk levels and long-term macroeconomic uncertainties. This MSCI research prescribes the need for risk managers and investors to make fuller use of a […]
STAFF WRITEROctober 31, 2012
Research

Is the emerging markets
concept dated?

Are broad emerging-markets allocations still appropriate? By analysing the trend of mandate configuration, this paper by MSCI looks at whether the emerging-markets concept is dated and whether broad-based emerging-markets investing remains an appealing way to capture economic growth premium. Read the report here.
STAFF WRITEROctober 19, 2012
Research

The ultimate forward rate: implications for Dutch pension plans

A research paper by MSCI examines the implications for Dutch pension plans if the country’s regulators introduce the ultimate forward rate in the construction of the yield curve used to discount pensions’ liabilities to their present value. Read all about it here: Research_Insights_Dutch_Pension_Plans_Sept_2012
STAFF WRITERSeptember 14, 2012
Research

Research: CEO pay peaked in 1990s

In this paper, Steven Kaplan from the University of Chicago Booth School of Business and National Bureau of Economic Research considers the evidence for three common perceptions of US chief executive officer pay and corporate governance. The first is that chief executive officers are overpaid and their pay keeps increasing; the second is that CEOs […]
STAFF WRITERSeptember 7, 2012
Research

OECD investigates
market fragility

In this fourth part of an OECD working paper, researchers look at the potential that portfolio rebalancing by financial investors can contribute to spreading financial turmoil in a major market event such as the global financial crisis or ensuing sovereign debt crisis in Europe. In International Capital Mobility and Financial Fragility – Part 4: Which Structural […]
STAFF WRITERAugust 10, 2012
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