Extended-lister
Showing 311 - 320 of 333 entries
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Case Study
Plato Investment Management Case StudyPortfolio Management Analytics
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Research Report
Global Equity Market Watch - September 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 - September 2011Online 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...
Portfolio Management Analytics
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Research Report
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...
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Research Report
Global Equity Market Watch - August 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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Research Report
Global Equity Market Watch - July 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
Headlines 22Headlines 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...
Portfolio Management Analytics Risk Management Analytics
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Research Report
Global Equity Market Watch - June 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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Press Release
MSCI Hires Andy Sparks as Head of Product Management for Risk Management AnalyticsPDFPortfolio Management Analytics
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Research Report
Global Equity Market Watch - May 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