Extended-lister
Showing 4511 - 4520 of 5,503 entries
-
Research Report
MSCI Risk Monitor: RiskMetrics Global - October 2015Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Risk Management Analytics RiskMetrics RiskManager
-
Research Report
MSCI Risk Monitor: RiskMetrics® Europe - September 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
-
Research Report
MSCI Risk Monitor: RiskMetrics® Europe - October 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors.
Portfolio Management Analytics Risk Management Analytics
-
Research Report
MSCI Risk Monitor: RiskMetrics® Europe - July 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
-
Research Report
MSCI Risk Monitor: RiskMetrics® Europe - August 2016Portfolio Management Analytics Risk Management Analytics
-
Research Report
MSCI Risk Monitor: RiskMetrics Global - August 2015Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
-
Research Report
MSCI Risk Monitor: RiskMetrics Global - September 2015Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors.
-
Research Report
MSCI Risk Monitor: RiskMetrics® Europe - April 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
-
Research Report
Global Equity Market Watch - February 2013The Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of 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 statistical...
Portfolio Management Analytics
-
Research Report
Global Equity Market Watch - January 2013The Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of 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 statistical...
Portfolio Management Analytics