| 09.09.2011 Opalesque Exclusive: MSCI study finds that the realisation that systematic factors are key to performance may lead to a redefinition of active management |
| By Beverly Chandler, Opalesque London: MSCI has published "Harvesting Risk Premia with Strategy Indices", an extensive study on the role of equity risk premia as drivers of long-term portfolio performance. The paper provides a rigorous analytical framework for understanding the growing array of investment strategy indices - sometimes referred to as alternatively weighted indices - an |
| Article source: http://www.msci.com/resources/research/articles/2011/Harvesting_Risk_Premia_with_Strategy_Indices.pdf - Opalesque is not responsible for the content of external internet sites |