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  1. Newsletter

    Portfolio Management Analytics Update - October 2011

     Online Version | Contact Us Portfolio Management Analytics UpdateFrom MSCI | October 2011» Change Preferences  FeatureI'm listening… what is my Risk Model saying?Find out how a portfolio manager of a deep value fund solves the problem of his fund displaying negative exposure to the value factor.... Read moreQuant CornerWhat a Difference a Day MakesAfter Standard and Poor's downgrade of the US credit rating on August 8, 2011 there is undeniable value...

    Oct 3, 2011

    View  |  Related Products: Portfolio Management Analytics

  2. Research Paper

    Global Equity Market Watch - October 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...

    Oct 1, 2011

    View  |  Related Products: Portfolio Management Analytics

  3. Research Paper

    The Barra US Equity Model (USE4) - Empirical Notes

    Sep 20, 2011

    View  |  Related Products: Equity Risk Models

  4. Case Study

    Plato Investment Management Case Study

    Sep 9, 2011

    View  |  Related Products: Portfolio Management Analytics

  5. Research Paper

    Global Equity Market Watch - September 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...

    Sep 1, 2011

    View  |  Related Products: Portfolio Management Analytics

  6. Newsletter

    Portfolio Management Analytics Update - September 2011

     Online Version | Contact Us Portfolio Management Analytics UpdateFrom MSCI | September 2011» Change Preferences  SurveyShifting Realities: Myths & ModelsDid the majority of all those polled agree that all equity models are the same? Join us for the results and the Barra US Equity Model Launch (USE4)... Read moreCase StudyWorking With Plato Investment ManagementDr Don Hamson, Managing Director at Plato, discusses how using Barra products and research have made a...

    Aug 31, 2011

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  7. Research Paper

    The Barra US Equity Model (USE4)

    This Model Insight describes the methodological advances that underpin the new Barra US Equity Model (USE4). One highlight of the USE4 Model is the Optimization Bias Adjustment, which builds corrections directly into the factor covariance matrix to reduce the forecasting biases of optimized portfolios. Another modeling innovation is the Volatility Regime Adjustment, which uses cross-sectional observations to calibrate factor volatilities and specific risk to current market levels. We discuss...

    Aug 26, 2011

    View  |  Related Products: Equity Risk Models

  8. Research Paper

    Global Equity Market Watch - August 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...

    Aug 1, 2011

    View  |  Related Products: Portfolio Management Analytics

  9. Research Paper

    Global Equity Market Watch - July 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...

    Jul 1, 2011

    View  |  Related Products: Portfolio Management Analytics

  10. Newsletter

    Headlines 22

     Headlines From MSCI | Issue 22  Online Version  Contact Us   Andy Sparks Joins as New Head of Product Management for Risk Management AnalyticsFree Trial of MSCI Alternatively Weighted Indices through FactSetAnnual Market Classification ReviewWebinar - Insights into MSCI ESG IndicesWebsite SurveyMSCI Research Conferences  Andy Sparks Joins as New Head of Product Management for Risk Management AnalyticsMSCI has appointed Andy Sparks to head the technical...

    Jun 16, 2011

    View  |  Related Products: Portfolio Management Analytics , Risk Management Analytics

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Showing 271 - 280 of 296 entries