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Showing 261 - 270 of 296 entries

  1. Research Paper

    Global Equity Market Watch - January 2012

    Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of the factors in the Barra Global Equity Model (GEM2). In each issue, we examine the various sources of global equity returns and risk - including the World factor, countries, industries, styles, currencies, and stock-specific sources - and monitor returns, volatilities, and correlations for those sources over the trailing 1-12 months. We also examine how the explanatory power...

    Jan 30, 2012

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  2. Press Release

    MSCI Launches New Barra Global Equity Model (GEM3)

    Jan 30, 2012

    View  |  Related Products: Equity Risk Models

  3. Research Paper

    US Market Report - 2011, A Year for Minimum Volatility

    2011 was a difficult and turbulent year for institutional investors as sovereign debt problems haunted market participants. In the US, this culminated in July with the congressional debate over the debt ceiling. Despite the agreement forged by lawmakers, the perceived government instability cost the US its AAA rating. This downgrade did not leave the equity market unaffected as market risk increased abruptly.

    Jan 21, 2012

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  4. Research Paper

    Options for Choosing Risk Aversion in Active Portfolio Construction - A Practical Approach

    The concept of risk aversion is one of the four main ingredients in modern active portfolio construction theory. Risk aversion represents the amount of return required by an investor for an extra unit of risk and thus the tradeoff between risk and return. In other words, risk aversion states in which portfolio on the efficient frontier the portfolio manager is interested in.

    Jan 21, 2012

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  5. Research Paper

    Model Insight - Barra Global Equity Model (GEM3) Empirical Notes - January 2012

    Jan 15, 2012

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  6. Press Release

    Hermes Fund Managers Strengthens MSCI Relationship with Adoption of Barra Portfolio Manager

    Jan 12, 2012

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  7. Newsletter

    Portfolio Management Analytics Update - December 2011

     Online Version | Contact Us Portfolio Management Analytics UpdateFrom MSCI | December 2011» Change Preferences      Quant CornerMarket Factor: Not Just for ShowThe factor structure of a risk model plays an integral role in forecasting and interpretation... Read more  Feature ArticleWhich Risk Model Should I Use?Selecting the right model to provide portfolio managers with a unique view of risk... Read more Product NewsMultiple Industry...

    Dec 14, 2011

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  8. Research Paper

    Global Equity Market Watch - December 2011

    Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of the factors in the Barra Global Equity Model (GEM2). In each issue, we examine the various sources of global equity returns and risk - including the World factor, countries, industries, styles, currencies, and stock-specific sources - and monitor returns, volatilities, and correlations for those sources over the trailing 1-12 months. We also examine how the explanatory power...

    Dec 1, 2011

    View  |  Related Products: Portfolio Management Analytics

  9. Newsletter

    Portfolio Management Analytics Update - November 2011

     Online Version | Contact Us Portfolio Management Analytics UpdateFrom MSCI | November 2011» Change Preferences  Case StudyJupiter Asset ManagementOne of the UK's leading fund management groups uses Barra software and models to build better portfolios... Read moreQuant CornerThe Impact of Constraints on Portfolio Construction and OptimizationExploring a wider range of solutions to gain more control over your portfolio characteristics... Read moreBuild Risk...

    Nov 4, 2011

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  10. Research Paper

    Global Equity Market Watch - November 2011

    Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of the factors in the Barra Global Equity Model (GEM2). In each issue, we examine the various sources of global equity returns and risk - including the World factor, countries, industries, styles, currencies, and stock-specific sources - and monitor returns, volatilities, and correlations for those sources over the trailing 1-12 months. We also examine how the explanatory power and...

    Nov 1, 2011

    View  |  Related Products: Portfolio Management Analytics

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Showing 261 - 270 of 296 entries