Extended-lister

Showing 101 - 116 of 116 entries

  1. Barra Portfolio Manager and Optimization Series: Part 1: Introduction to Equity Portfolio Construction & Optimization in Barra Portfolio Manager: Theory and Use Cases

    Oct 24, 2012

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  2. Advanced Optimization Implementation Using Barra Open Optimizer - Programming in R

    Oct 22, 2012

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  3. Enhanced Indexing Using the Barra China Equity Model (CNE5)

    Oct 19, 2012

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  4. Advanced Optimization Implementation Using Barra Open Optimizer - Programming in Matlab

    Oct 17, 2012

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  5. Is Your Risk Model Letting Your Optimized Portfolio Down?

    Oct 8, 2012

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  6. The Barra China Equity Model (CNE5)

    Sep 20, 2012

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  7. GEM2 in Factor-based Performance Attribution

    Aug 22, 2012

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  8. Comparing Barra US Equity Model (USE3) to Barra US Equity Model (USE4): Portfolio Construction and Turnover

    Aug 16, 2012

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  9. Barra Portfolio Manager: Introducing the Formula Builder, New Optimization Functionality & Analytical Enhancements

    Jul 25, 2012

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  10. Advanced Equity Portfolio Optimization Techniques and Use Cases in Barra Portfolio Manager - Part II

    Jul 17, 2012

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  11. RiskMetrics Form PF Risk Reporting

    Jun 1, 2012

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  12. MSCI London Client Summit - May 2012

    May 31, 2012

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  13. The Impact of Macro Factors for Canadian Equities

    Feb 28, 2012

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  14. Making Risk Additive: Marginal Contributions to Risk and Correlation Risk Attribution

    Feb 16, 2012

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  15. Barra Global Equity Models: GEM2 vs GEM3

    Feb 15, 2012

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  16. The Perils of Parity

    Jul 19, 2010

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Showing 101 - 116 of 116 entries