Extended-lister
Showing 301 - 310 of 334 entries
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Research Report
US Market Report - 2011, A Year for Minimum Volatility2011 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.
Portfolio Management Analytics
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Research Report
Options for Choosing Risk Aversion in Active Portfolio Construction - A Practical ApproachThe 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.
Portfolio Management Analytics
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Research Report
Model Insight - Barra Global Equity Model (GEM3) Empirical Notes - January 2012Portfolio Management Analytics
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Press Release
Hermes Fund Managers Strengthens MSCI Relationship with Adoption of Barra Portfolio ManagerPDFPortfolio Management Analytics
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Newsletter
Portfolio Management Analytics Update - December 2011Online 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...
Portfolio Management Analytics
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Research Report
Global Equity Market Watch - December 2011Global 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...
Portfolio Management Analytics
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Newsletter
Portfolio Management Analytics Update - November 2011Online 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...
Portfolio Management Analytics
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Research Report
Global Equity Market Watch - November 2011Global 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...
Portfolio Management Analytics
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Newsletter
Portfolio Management Analytics Update - October 2011Online 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...
Portfolio Management Analytics
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Research Report
Global Equity Market Watch - October 2011Global 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...
Portfolio Management Analytics