MSCI USA Equal Weighted / MSCI Minimum Volatility / MSCI Factor / MSCI Risk Weighted / MSCI USA Risk Weighted / MSCI USA / USA Value Weighted / MSCI Value Weighted / MSCI Equal Weighted / MSCI GDP Weighted / MSCI High Dividend Yield / MSCI Quality / MSCI USA Value Weighted / Global Investable Market / MSCI USA Minimum Volatility / MSCI World / MSCI World Risk Premia / MSCI Risk Premia / /
Organization
MSCI / eVestment Alliance / /
Person
Jennifer Bender / William Mok / Brett Hammond / Sample / Kenneth French / /
Position
manager benchmarks / median US manager / percentile US manager / average institutional fund manager / manager type / manager dataset / manager / manager sample / manager database / median manager / Executive / 75th percentile manager / average manager / average retail fund manager / 82nd percentile active manager / Core Manager / manager returns / median active manager / /
Research Insight Can Alpha be Captured by Risk Premia? William Mok, PhD Jennifer Bender, PhD Brett Hammond, PhD