Research Report

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.

Portfolio Management Analytics

Research Report

Portfolio Management Analytics

Press Release

Portfolio Management Analytics

Newsletter

 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...

Portfolio Management Analytics

Research Report

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...

Portfolio Management Analytics

Newsletter

 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...

Portfolio Management Analytics

Research Report

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...

Portfolio Management Analytics

Newsletter

 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...

Portfolio Management Analytics

Research Report

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...

Portfolio Management Analytics

Research Report

Equity Risk Models