Research & Insights
Building blocks for the low carbon economy: Managing climate risk in real estate investing
Climate change poses clear and material risks to real estate assets with the potential to impact return profiles. Listed real estate has historically lacked appropriate tools to allow investors to assess and effectively integrate their exposure to climate risk in their investment strategies. The FTSE EPRA Nareit Green Indexes have been developed with data input from GeoPhy, a specialist data provider, and real estate associations EPRA and Nareit to provide a sustainability-focused extension to the FTSE EPRA Nareit Global Real Estate Index Series.
Alternative approaches to multi-factor index construction: Like-for-like comparisons
Factor index construction is currently a widely discussed topic among institutional investors and asset managers, particularly whether the construction of multi-factor indexes should be top-down or bottom-up. In this paper, we compare the exposure and diversification outcomes of multi-factor portfolios that use a composite index, a composite factor and a multiple tilt approach to index construction.
Press Releases
FTSE SET Index Series December 2018 semi-annual review
There is one change to the FTSE SET Large-Cap Index There are four additions to the FTSE SET Mid-Cap Index There are 16 additions to the FTSE SET Shariah Index FTSE Russell today announces that there is one change to the FTSE SET Large Cap Index, following the December 2018 semi-annual review. Gulf Energy Development will be added to the index with Thai Union Group being dele...
FTSE Bursa Malaysia KLCI December semi-annual review
Two changes to the constituents of the FTSE Bursa Malaysia KLCI Seven constituents to be added to FTSE Bursa Malaysia Mid 70 Index Three constituents to be added to FTSE Bursa Malaysia Hijrah Shariah Index FTSE Russell announces that there will be two changes to the constituents of the FTSE Bursa Malaysia KLCI, following the semi-annual review of the FTSE Bursa Malaysia Index Series today....