Zoltán Nagy

MSCI Inc.

Shanghai

China

SCHOLARLY PAPERS

1

DOWNLOADS

534

CITATIONS

3

Scholarly Papers (1)

1.
Downloads 534 (50,282)
Citation 3

Abstract:

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ESG ratings, ESG factors, ESG tilt, ESG momentum, portfolio risk, risk optimization techniques, social values, time series analysis, Intangible Value Assessment, Barra, MSCI World Index

Other Papers (1)

Total Downloads: 0
1.

The Mid‐Cap Effect in Europe

Posted: 15 Mar 2016
Zoltán Nagy and Xiaochen (Michael) Sun
MSCI Inc. and HSBC Global Asset Management

Abstract:

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Mid-Cap, Equity Risk Model