Extended-lister
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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 -
Advanced Optimization Implementation Using Barra Open Optimizer - Programming in R
Oct 22, 2012 -
Enhanced Indexing Using the Barra China Equity Model (CNE5)
Oct 19, 2012 -
Advanced Optimization Implementation Using Barra Open Optimizer - Programming in Matlab
Oct 17, 2012 -
Is Your Risk Model Letting Your Optimized Portfolio Down?
Oct 8, 2012 -
The Barra China Equity Model (CNE5)
Sep 20, 2012 -
GEM2 in Factor-based Performance Attribution
Aug 22, 2012 -
Comparing Barra US Equity Model (USE3) to Barra US Equity Model (USE4): Portfolio Construction and Turnover
Aug 16, 2012 -
Barra Portfolio Manager: Introducing the Formula Builder, New Optimization Functionality & Analytical Enhancements
Jul 25, 2012 -
Advanced Equity Portfolio Optimization Techniques and Use Cases in Barra Portfolio Manager - Part II
Jul 17, 2012 -
RiskMetrics Form PF Risk Reporting
Jun 1, 2012 -
MSCI London Client Summit - May 2012
May 31, 2012 -
The Impact of Macro Factors for Canadian Equities
Feb 28, 2012 -
Making Risk Additive: Marginal Contributions to Risk and Correlation Risk Attribution
Feb 16, 2012 -
Barra Global Equity Models: GEM2 vs GEM3
Feb 15, 2012 -
The Perils of Parity
Jul 19, 2010