Frank Nielsen

MSCI Inc.

88 Pine Street

2nd Floor

New York, NY 10005

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 15,894

SSRN RANKINGS

Top 15,894

in Total Papers Downloads

4,462

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (8)

1.

The Fundamentals of Fundamental Factor Models (June 2010)

MSCI Barra Research Paper No. 2010-24
Number of pages: 15 Posted: 13 Nov 2010
Frank Nielsen and Jennifer Bender
MSCI Inc. and State Street Global Advisors
Downloads 1,897 (12,135)

Abstract:

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Fundamental Factor Models fundamental-based origins factor models Barra Barr Rosenberg Vinay Marathemacroeconomic events individual securities effects theory microeconomic characteristics

Portfolio of Risk Premia: A New Approach to Diversification

Number of pages: 11 Posted: 01 Jan 2015
Jennifer Bender, Remy Briand, Frank Nielsen and Dan Stefek
State Street Global Advisors, MSCI Barra, MSCI Inc. and MSCI Inc.
Downloads 994 (31,557)
Citation 3

Abstract:

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Portfolio of Risk Premia: A New Approach to Diversification

MSCI Barra Research Paper No. 2009-01, https://doi.org/10.3905/JPM.2010.36.2.017
Posted: 21 May 2019
Remy Briand, Frank Nielsen and Dan Stefek
MSCI Barra, MSCI Inc. and MSCI Inc.

Abstract:

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Asset Allocation, Diversification, Risk Premia

3.

Best Practices for Investment Risk Management, June 2009

MSCI Barra Research Paper No. 2009-21
Number of pages: 12 Posted: 25 Jun 2009
Frank Nielsen and Jennifer Bender
MSCI Inc. and State Street Global Advisors
Downloads 952 (34,066)

Abstract:

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best practices, investment risk management, Risk Measurement, Risk Monitoring, Risk-Adjusted Investment, Management tools, quantify

4.

The ‘New Classic’ Equity Allocation

MSCI Barra Research Paper No. 2010-33
Number of pages: 19 Posted: 14 Nov 2010
Xiaowei Kang, Frank Nielsen and Giacomo Fachinotti
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), MSCI Inc. and MSCI Inc.
Downloads 444 (91,295)
Citation 3

Abstract:

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framework for the implementation of global equity allocation, asset allocation policies, integrated, global investment, process, investment management

5.

An Update on Emerging Markets

MSCI Barra Research Paper No. 2009-33
Number of pages: 17 Posted: 21 Nov 2009
Jennifer Bender, Frank Nielsen and Madhu Subramanian
State Street Global Advisors, MSCI Inc. and MSCI Inc.
Downloads 91 (380,787)

Abstract:

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emerging markets, crisis, stocks, relative, developed markets, behaved differences, performance, sectors, styles

6.

Globalization of Equity Policy Portfolios, October 2009

MSCI Barra Research Paper No. 2009-38
Number of pages: 19 Posted: 21 Nov 2009
MSCI Inc., MSCI Inc. and MSCI Inc.
Downloads 84 (399,704)
Citation 2

Abstract:

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globalization equity policy portfolio investment integrated equity allocation domestic international market timing

7.

Earnings Quality Revisited

Posted: 21 May 2019
Jennifer Bender and Frank Nielsen
State Street Global Advisors and MSCI Inc.

Abstract:

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8.

Some Like it Hot

MSCI Barra Research Paper No. 2011-03, https://doi.org/10.3905/joi.2012.21.2.017
Posted: 21 May 2019
Xiaowei Kang, Frank Nielsen and Giacomo Fachinotti
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), MSCI Inc. and MSCI Inc.

Abstract:

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MSCI Research series, global equity, implementation, active management, different market segmentscore-satellite, portfolio, structure, manager, performance, datainstitutional investors