Frank Nielsen

MSCI Inc.

88 Pine Street

2nd Floor

New York, NY 10005

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,951

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Top 13,951

in Total Papers Downloads

3,421

SSRN CITATIONS

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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 1,429 (12,543)

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

2.

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 858 (27,017)

Abstract:

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

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 600 (43,290)
Citation 1

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

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
Standard & Poor's, MSCI Inc. and MSCI Inc.
Downloads 367 (80,497)
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 87 (290,185)

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 80 (305,341)
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
Standard & Poor's, 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