Extended Viewer
Limin Xiao
Multi-Asset Class Factor Research
Limin Xiao is a member of MSCI’s Multi-Asset Class Factor Research team. She focuses on developing a new Multi-Asset Class factor model, covering both style factors and traditional factors. Previously, Limin was a researcher at Research Affiliates, focusing on macro research and asset allocation research. Limin holds a Master’s in Financial Engineering from UCLA and a Ph.D. in Astrophysics from Louisiana State University. Limin is a CFA charterholder.
Research and Insights
Articles by Limin Xiao
The MSCI Multi-Asset Class Factor Model
Research Report | Jan 2, 2019 | Limin Xiao, Andrew DeMond, Peter Shepard, Chenlu ZhouFactor investing has brought disruptive change to the asset management industry. First established to systematize stock selection, factor investing now takes many forms and spans many asset classes.
Are Argentina and Turkey just the first dominoes to fall?
Blog | Oct 17, 2018 | Limin Xiao, Thomas VerbrakenArgentina and Turkey have experienced sharp corrections in their currency and debt markets over the past couple of months, leading investors to worry about possible contagion to other emerging-market (EM) countries. Are other emerging markets heading in the same direction?