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White Papers

Best Practices in Factor Research and Factor Models

Even though the academic foundations of factor investing were established decades ago and factor strategies and tools have been used by investors for a long time, factor investing as a distinct discipline is a relatively new and evolving area of investing.

In this paper, we review the theoretical and empirical foundations of our factor research and factor models. MSCI factor research is firmly grounded in academic theory and empirical evidence. MSCI factor models are based on robust econometric techniques and reflect best investment practice. MSCI methodologies are transparent and publicly available. This is why the world's leading institutional investors use MSCI factor models and analytics in their investment processes.

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All white papers posted were created by the listed authors who are solely responsible for the research, finding and all materials contained therein. Pensions & Investments has not verified or edited the materials (other than for length and style) and does not necessarily agree or disagree with the analysis and positions expressed by the authors. Reference to any company, product or service does not imply recommendation or sponsorship by Pensions & Investments.