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The MSCI Macro-Finance Model
Oct 21, 2024
We introduce a framework to understand the financial markets through a macroeconomic lens. We relate cash flows and discount rates to common drivers across asset classes, horizons and regimes, in order to inform capital market assumptions, risk management, systematic strategies and asset-allocation decisions. The MSCI Macro-Finance Model provides a unified framework to understand the return and risk of multi-asset-class portfolios.
A macro-finance framework linking risk and returns
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Research authors
- Peter Shepard, Managing Director, MSCI Research
- Chenlu Zhou, Executive Director, MSCI Research
- Will Baker, Vice President, MSCI Research
- John Burke, Executive Director, MSCI Research
The MSCI Macro-Finance Model
MSCI Macro Finance Analyzer
Evaluate the effect of different macro scenarios on long-term risk and expected return on your portfolios.
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