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Masaya Abe
Executive Director, MSCI Research & Development
Masaya Abe, a member of MSCI’s APAC research team, focuses on research and solutions across a range of areas, including equity factors and multi-asset-class perspectives, to support institutional investors. Prior to joining MSCI, he conducted quantitative research on multi-asset-class portfolios and AI-driven equity factor strategies at Nomura Asset Management, and began his career at Mizuho Trust & Banking. Masaya holds a master’s degree in science and a bachelor’s degree in mechanical engineering from Sophia University.
Research and Insights
Articles by Masaya Abe
日本のファクター投資:過去の実績から分かること
5 mins read Blog | Aug 28, 2026 | Masaya Abe過去25年超の分析期間において、MSCIジャパン・ファクター指数は、米国のファクター指数と同程度の平均超過リターンを、より小さい追加リスクで達成しました。また、相関特性の異なるファクターを組み合わせることで、リスク調整後リターンの改善が見られました。