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Pavlo Taranenko

Pavlo Taranenko

Executive Director, MSCI Research

Pavlo Taranenko is responsible for the construction and maintenance of key MSCI equity-index methodologies. His team leads regular index reviews, methodology changes and market-classification reviews. Pavlo joined MSCI from Canstar, where he worked on the design of some of the company’s rating methodologies. He holds an MBA from Griffith University, master’s degree in applied finance from Queensland University of Technology and a bachelor’s in physics from National University of Kyiv.

Research and Insights

Articles by Pavlo Taranenko

    Index Rebalancing During High Volatility: A Balancing Act

     Blog | May 13, 2020 | Abhishek Gupta, Pavlo Taranenko, Sebastien Lieblich

    Significant volatility during COVID-19 highlights a need for index reconstitution, but some may worry about trading costs and excess turnover. We investigate the balance between appropriate market representation and avoiding high index turnover.

    Keeping Indexes Investable in Evolving Markets

     Research Report | Mar 24, 2017 | Pavlo Taranenko, Carlo Acerbi, Sebastien Lieblich, Balazs Szekely

    Market liquidity around the globe has changed drastically over the past decade, due to a combination of regulatory, technological and investment changes. Relative trading volumes on many primary trading venues have dropped by about 50% since their peak in 2009. To ensure the investability and replicability of MSCI equity indexes, we regularly monitor the liquidity of index constituents, apply liquidity screening criteria and review index construction rules and liquidity measures. Methodology...