MSCI offers volatility
MSCI Barra has launched the MSCI Global Minimum Volatility indexes designed to reflect a minimum-variance or managed volatility equity strategy that focuses on absolute return and volatility.
The indexes, constructed from MSCI parent indexes, are calculated by applying volatility constraints at each semi-annual index rebalancing that reflect the constraints used in an investment process following a managed volatility strategy. The indexes are calculated by the Barra Aegis Optimizer which optimises the MSCI World Index using the Barra Global Equity Model (GEM) covariance matrix.
The flagship MSCI World Minimum Volatility Index is available from today while additional indexes can be
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