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Strategic indices boost performance

06 February 2012

MSCI says there is growing evidence that strategic indices add more value than active manager selection over the long term. Stephanie Baxter reports

Read more: MSCI Dimitris Melas risk premia strategic indicies

There is increasing evidence that strategic indices contribute more to the long term performance of a portfolio than active manager selection, according to MSCI.

Strategic indicies, or risk premia strategies, include both risk-based strategies, which aim to lower risk or improve diversification, or return based strategies, which weigh the index towards...